← All authors Guido M. Kuersteiner University of Maryland, College Park (from arXiv:2105.04330, 2021) · OpenAlex
30 papers in scope · 28 published · 5 on the econ.EM arXiv · 2,110 citations · h-index 16 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Uwe Hassler Tanja Zahn Peter Kyungtae Park Atsushi Inoue Christian K. Wolf Marc-Oliver Pohle Mikkel Plagborg-Møller Alessia Scudiero Òscar Jordà Masahiro Tanaka David W. Hughes Eric Qian Ana María Herrera José Luis Montiel Olea Elena Pesavento Dake Li Chun Pang Chow Yuta Koike Teruo Nakatsuma Liugang Sheng Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (5 of 30)
working paper 2025 · arXiv
published 2025 · Econometrics Journal · 4 citations · first circulated 2023
working paper 2024 · arXiv
published 2024 · Quantitative Economics · 9 citations · first circulated 2022
published 2023 · Journal of Econometrics · 3 citations · first circulated 2021
GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS
published 2022 · Econometric Theory
CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS
published 2022 · Econometric Theory · 4 citations · first circulated 2016
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS
published 2020 · Econometric Theory · first circulated 2019
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity
published 2020 · Econometrica · 73 citations · first circulated 2015
Estimation with Aggregate Shocks
published 2019 · The Review of Economic Studies · 2 citations
Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity
published 2018 · Journal of Econometrics · first circulated 2016
Effective sterilized foreign exchange intervention? Evidence from a rule-based policy
published 2018 · Journal of International Economics · 52 citations · first circulated 2016
with David C. Phillips, Mauricio Villamizar-Villegas
Ingmar Prucha’s contributions to economics and econometrics
published 2017 · Empirical Economics
with John C. Chao
Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited
published 2016 · Journal of Business and Economic Statistics · 169 citations · first circulated 2013
Limit theory for panel data models with cross sectional dependence and sequential exogeneity
published 2013 · Journal of Econometrics · 58 citations
Kernel-weighted GMM estimators for linear time series models
published 2012 · Journal of Econometrics · 26 citations
BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
published 2011 · Econometric Theory · 218 citations
Stationarity and mixing properties of the dynamic Tobit model
published 2010 · Economics Letters · 15 citations
Constructing Optimal Instruments by First-Stage Prediction Averaging
published 2010 · Econometrica · 85 citations
Difference in difference meets generalized least squares: Higher order properties of hypotheses tests
published 2008 · Journal of Econometrics · 77 citations · first circulated 2005
with Jerry A. Hausman
Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score
published 2008 · The Review of Economics and Statistics · 22 citations
Long difference instrumental variables estimation for dynamic panel models with fixed effects
published 2006 · Journal of Econometrics · 183 citations
AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS
published 2005 · Econometric Theory · 41 citations
Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
published 2004 · Econometrics Journal · 330 citations
Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
published 2004 · Economics Letters · 9 citations
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
published 2002 · Econometrica · 496 citations · first circulated 2001
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY
published 2002 · Econometric Theory · 31 citations
Discontinuities of weak instrument limiting distributions
published 2002 · Economics Letters · 62 citations
Optimal instrumental variables estimation for ARMA models
published 2001 · Journal of Econometrics · 2 citations · first circulated 2000
Generalized Method of Moments Estimation
published 2000 · Journal of the American Statistical Association · 139 citations · first circulated 1999
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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