Guido M. Kuersteiner
Professor in the Department of Economics at the University of Maryland
Co-Editor of Econometric Theory
Associate Editor of the Journal of Econometrics
Guido M. Kuersteiner
Professor in the Department of Economics at the University of Maryland
Co-Editor of Econometric Theory
Associate Editor of the Journal of Econometrics
Research Interests
GMM estimation of spatial models
Causal inference in time series with applications to monetary policy
Bootstrap and Jackknife-based bias correction for maximum likelihood estimators
Efficient estimation of time series models with conditional heteroskedasticity of unknown form
Small sample properties and small sample refinements of moment-based estimators of time series models, including bias correction and moment selection
Analysis of weak instrument problems in the dynamic panel model
Limit theory for cross-sectionally dependent panel models and spatial models
Analysis of finite sample properties of various estimators for simultaneous equations models
Estimation of dynamic panel models, bias corrections for ML, and GMM estimators of dynamic panel models