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
Research
Co-Editor: Econometric
Theory
Associate Editor: Journal of
Econometrics
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