Guido M. Kuersteiner
Department of Economics
University of Maryland  



 

Contact information:               Office Hours :                                           Mailing Address:

 

Guido M. Kuersteiner                      By Appointment                                            University of Maryland

Tydings Hall 3145                                                                                                                 Department of Economics

Phone: 301-405-3493                         Teaching:                                                     Tydings Hall 3145

kuersteiner@econ.umd.edu                                                                                     College Park, MD 20742

                                                                                                                       

 


CV

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Research

working papers

 

 

Editorial Positions:

Co-Editor:                  Econometric Theory

Associate Editor:       Journal of Business and Economic Statistics

                                    Econometrics Journal

                                   



Research interests:

Efficient estimation of time series models with conditional heteroskedasticty of unknown form; Small sample properties and small sample refinements of moment based estimators of time series models, including bias correction and moment selection; Estimation of dynamic panel models, bias corrections for ML and GMM estimators of dynamic panel models, Analysis of weak instrument problems in the dynamic panel model; Analysis of finite sample properties of various estimators for simultaneous equations models; Bootstrap and Jackknife based bias correction for maximum likelihood estimators; causal inference in time series with applications to monetary policy; limit theory for cross-sectionally dependent panel models and spatial models; GMM estimation of spatial models.
  

Last Updated: September, 2013