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 Econometrics Journal.
- Theoretical Econometrics
- Applied Econometrics
- Ph.D. Yale University, 1997
|Course Name||Course Title||Semester||Syllabus|
|ECON423||Econometrics II||Fall 2017|
|ECON808||Workshop on Macroeconomics and Growth; Workshop in Applied Economics||Spring 2017|
|ECON423||Econometrics II||Fall 2016|
|ECON709||Advanced Topics in Applied and Theoretical Macroeconomics||Fall 2016|
|ECON808||Workshop on Macroeconomics and Growth; Workshop in Applied Economics||Spring 2016|
|ECON423||Econometrics II||Fall 2015||Syllabus|
- Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited , Joshua D. Angrist, Oscar Jorda, and Guido M. Kuersteiner , Journal of Business & Economic Statistics 36(3) , 371-387 , July 2018.
- Effective sterilized foreign exchange intervention? Evidence from a rule-based policy , Guido M. Kuersteiner, David C. Phillips, and Mauricio Villamizar-Villegas , Journal of International Economics 113 , 118-138 , July 2018.
- Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity , Guido Kuersteiner and Ingmar Prucha , Journal of Econometrics 174(2) , 107-126 , June 2013.
- Bias Reduction for Dynamic Nonlinear Panel Models with Fixed Effects , Jinyong Hahn and Guido Kuersteiner , Econometric Theory 27(6) , 1152-1191 , December 2011.
- Kernel Weighted GMM Estimators for Linear Time Series Models , Guido Kuersteiner , Journal of Econometrics 170(2) , 399-421 , October 2011.
- Causal Effects of Monetary Shocks: Semiparametric Conditional Independence Tests with a Multinomial Propensity Score , Joshua Angrist and Guido Kuersteiner , The Review of Economics and Statistics 93(3) , 725-747 , August 2011.
- Stationarity and Mixing Properties of the Dynamic Tobit Model , Jinyong Hahn and Guido Kuersteiner , Economics Letters 107(2) , 105-111 , May 2010.
- Constructing Optimal Instruments by First Stage Prediction Averaging , Guido Kuersteiner and Ryo Okui , Econometrica 78(2) , 697-718 , March 2010.
- Difference in Difference meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests , Jerry Hausman and Guido Kuersteiner , Journal of Econometrics 144(2) , 371-391 , June 2008.
- Long difference instrumental variables estimation for dynamic panel models with fixed effect , Jinyong Hahn, Jerry Hausman, and Guido Kuersteiner , Journal of Econometrics 140(2) , 574-617 , October 2007.
- Automatic Inference for Infinite Order Vector Autoregressions , Guido Kuersteiner , Econometric Theory 21(1) , 85-115 , February 2005.
- Asymptotic Distribution of Misspecified Random Effects Estimator for a Dynamic Panel Model with Fixed Effects When Both n and T are Large , Jinyong Hahn, Guido Kuersteiner, and Myeong Hyeon Cho , Economics Letters 84(1) , 117-125 , July 2004.
- Estimation with Weak Instruments: Accuracy of Higher Order Bias and MSE Approximations , Jinyong Hahn, Jerry Hausman, and Guido Kuersteiner , Econometrics Journal 7(1) , 272-306 , June 2004.
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when both n and T are large , Jinyong Hahn and Guido Kuersteiner , Econometrica 70(4) , 1639-1657 , July 2002.
- Efficient Instrumental Variables Estimation for Autoregressive Models with Conditional Heteroskedasticity , Guido Kuersteiner , Econometric Theory 18(3) , 547-583 , June 2002.
- Discontinuities of Weak Instrument Limiting Distributions , Jinyong Hahn and Guido Kuersteiner , Economics Letters 75(3) , 325-331 , May 2002.
- Optimal Instrumental Variables Estimation for ARMA Models , Guido Kuersteiner , Journal of Econometrics 104(2) , 359-405 , September 2001.
- Moment Selection and Bias Reduction for GMM in Conditionally Heteroskedastic Models , Guido Kuersteiner , Econometric Theory and Practice: Frontiers of Analysis and Applied Research, Essays in Honor of Peter C.B. Phillips , January 2001.
- Real Business Cycle Models - Some Evidence for Switzerland , Guido Kuersteiner and Marcel Rindisbacher , Swiss Journal of Economics and Statistics 130(1) , 21-43 , March 1994.
- Interest rates and exchange rates under money supply targets , Guido Kuersteiner and Walter Wasserfallen , Journal of Monetary Economics 33(1) , 201-230 , February 1994.
Department of Economics