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Semiparametric estimates of monetary policy effects : string theory revisited
Angrist, Joshua D.; Jordà, Òscar; Kuersteiner, Guido M. - 2013
Persistent link: https://www.econbiz.de/10009791691
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Rate-adaptive GMM estimators for linear time series models
Kuersteiner, Guido M. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002112911
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Effective sterilized foreign exchange intervention? : evidence from a rule-based policy
Kuersteiner, Guido M.; Phillips, David C.; Villamizar, … - 2016
Persistent link: https://www.econbiz.de/10011628977
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Supplementary material for "The effects of foreign exchange : intervention : evidence from a rule-based policy in Colombia"
Kuersteiner, Guido M.; Phillips, David C.; Villamizar, … - 2016
Persistent link: https://www.econbiz.de/10011643722
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Dynamic spatial panel models : networks, common shocks, and sequential exogeneity
Kuersteiner, Guido M.; Prucha, Ingmar R. - 2015
This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional dependence due to spatial lags and due to unspecified common shocks. We significantly expand the scope of the existing literature by allowing for endogenous spatial weight matrices,...
Persistent link: https://www.econbiz.de/10011298538
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Semiparametric causality tests using the policy propensity score
Angrist, Joshua D.; Kuersteiner, Guido M. - 2004
Persistent link: https://www.econbiz.de/10002510511
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Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large
Hahn, Jinyong (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001602005
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Bias corrected instrumental variables estimation for dynamic panel models with fixed effects
Hahn, Jinyong (contributor); Hausman, Jerry A. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001603054
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Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong; Kuersteiner, Guido M.; Mazzocco, Maurizio - In: Econometric theory 40 (2024) 1, pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
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Bootstrapping smooth functions of slope parameters and innovation variances in VAR (∞) models
Inoue, Atsushi; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001410046