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Guido M. Kuersteiner

Global rank #2405 97%

Institution: University of Maryland

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://econweb.umd.edu/~kuersteiner/

First Publication: 2001

Most Recent: 2024

RePEc ID: pku116 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.67 3.18 0.00 4.52
Last 10 Years 1.01 4.02 3.18 0.00 15.25
All Time 1.01 11.73 8.21 0.00 37.03

Publication Statistics

Raw Publications 22
Coauthorship-Adjusted Count 23.73

Publications (22)

Year Article Journal Tier Authors
2024 CENTRAL LIMIT THEORY FOR COMBINED CROSS SECTION AND TIME SERIES WITH AN APPLICATION TO AGGREGATE PRODUCTIVITY SHOCKS Econometric Theory B 3
2024 Efficient bias correction for cross‐section and panel data Quantitative Economics B 4
2023 Efficient peer effects estimators with group effects Journal of Econometrics A 3
2022 JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS Econometric Theory B 3
2022 GUEST EDITORS’ INTRODUCTION PART ONE: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C. B. PHILLIPS Econometric Theory B 3
2022 GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS Econometric Theory B 3
2020 Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity Econometrica S 2
2019 Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity Journal of Econometrics A 1
2018 Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited Journal of Business & Economic Statistics A 3
2018 Effective sterilized foreign exchange intervention? Evidence from a rule-based policy Journal of International Economics A 3
2013 Limit theory for panel data models with cross sectional dependence and sequential exogeneity Journal of Econometrics A 2
2012 Kernel-weighted GMM estimators for linear time series models Journal of Econometrics A 1
2011 Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score Review of Economics and Statistics A 2
2011 BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS Econometric Theory B 2
2010 Stationarity and mixing properties of the dynamic Tobit model Economics Letters C 2
2008 Difference in difference meets generalized least squares: Higher order properties of hypotheses tests Journal of Econometrics A 2
2007 Long difference instrumental variables estimation for dynamic panel models with fixed effects Journal of Econometrics A 3
2005 AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS Econometric Theory B 1
2004 Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large Economics Letters C 3
2002 Discontinuities of weak instrument limiting distributions Economics Letters C 2
2002 EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY Econometric Theory B 1
2001 Optimal instrumental variables estimation for ARMA models Journal of Econometrics A 1