Guido Kuersteiner, Professor, received his PhD in economics from Yale University in 1997. Before joining the University of Maryland he taught at MIT, Boston University, UC Davis and Georgetown University. Professor Kuersteiner's research interests are in theoretical and applied econometrics. His current research interests in theoretical econometrics include panel, spatial and common factor models, model selection, instrumental variable methods and GMM estimation, non-linear and nonparametric time series methods and asymptotic theory. His interests in applied econometrics currently focus on the measurement of policy effects in macroeconomics and international finance and models with peer effects. Professor Kuersteiner is co-editor of Econometric Theory and associate editor of the Journal of Econometrics, Econometrics Journal and Swiss Journal of Economics and Statistics. Professor Kuersteiner is a fellow of the International Association of Applied Econometrics, the Journal of Econometrics and the Spatial Econometrics Association.
Areas of Interest
- Theoretical Econometrics
- Applied Econometrics
Degree TypePhDDegree DetailsYale University, 1997
|Course Name||Course Title||Semester||Syllabus|
|ECON722||Econometrics IV||Spring 2023|
|ECON623||Econometrics II||Fall 2022||Syllabus|
|ECON626||Empirical Microeconomics||Fall 2022||Syllabus|
|ECON722||Econometrics IV||Spring 2022|
|ECON623||Econometrics II||Fall 2021|
|ECON626||Empirical Microeconomics||Fall 2021|
|ECON708||Advanced Topics in Applied and Theoretical Microeconomics||Spring 2021|
|ECON722||Econometrics IV||Spring 2021|
- CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS, , Econometric Theory, September .
- Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity, , Econometrica 88(5 ), 2109-2146, September .
- Joint Time Series and Cross-Section Limit Theory under Mixingale Assumptions, , Econometric Theory
- Estimation with Aggregate Shocks, , Review of Economic Studies, September .
- Invariance Principles for Dependent Processes Indexed by Besov Classes with an Application to a Hausman Test for Linearity, , Journal of Econometrics 211(1 ), 243-261, July .
- Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited, , Journal of Business & Economic Statistics 36(3 ), 371-387, July .
- Effective sterilized foreign exchange intervention? Evidence from a rule-based policy, , Journal of International Economics 113, 118-138, July .
- Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity, , Journal of Econometrics 174(2 ), 107-126, June .
- Bias Reduction for Dynamic Nonlinear Panel Models with Fixed Effects, , Econometric Theory 27(6 ), 1152-1191, December .
- Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score, , The Review of Economics and Statistics 93(3 ), 725-747, August .
- Kernel Weighted GMM Estimators for Linear Time Series Models, , Journal of Econometrics 170(2 ), 399-421, October .
- Constructing Optimal Instruments by First Stage Prediction Averaging, , Econometrica 78(2 ), 697-718, March .
- Stationarity and Mixing Properties of the Dynamic Tobit Model, , Economics Letters 107(2 ), 105-111, May .
- Difference in Difference meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests, , Journal of Econometrics 144(2 ), 371-391, June .
- Long difference instrumental variables estimation for dynamic panel models with fixed effect, , Journal of Econometrics 140(2 ), 574-617, October .
- Automatic Inference for Infinite Order Vector Autoregressions, , Econometric Theory 21(1 ), 85-115, February .
- Asymptotic Distribution of Misspecified Random Effects Estimator for a Dynamic Panel Model with Fixed Effects When Both n and T are Large, , Economics Letters 84(1 ), 117-125, July .
- Estimation with Weak Instruments: Accuracy of Higher Order Bias and MSE Approximations, , Econometrics Journal 7(1 ), 272-306, June .
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when both n and T are large, , Econometrica 70(4 ), 1639-1657, July .
- Discontinuities of Weak Instrument Limiting Distributions, , Economics Letters 75(3 ), 325-331, May .
- Efficient Instrumental Variables Estimation for Autoregressive Models with Conditional Heteroskedasticity, , Econometric Theory 18(3 ), 547-583, June .
- Moment Selection and Bias Reduction for GMM in Conditionally Heteroskedastic Models, , Econometric Theory and Practice: Frontiers of Analysis and Applied Research, Essays in Honor of Peter C.B. Phillips, January .
- Optimal Instrumental Variables Estimation for ARMA Models, , Journal of Econometrics 104(2 ), 359-405, September .
- Interest rates and exchange rates under money supply targets, , Journal of Monetary Economics 33(1 ), 201-230, February .
- Real Business Cycle Models - Some Evidence for Switzerland, , Swiss Journal of Economics and Statistics 130(1 ), 21-43, March .