DYNAMIC SPATIAL PANEL MODELS: NETWORKS, COMMON SHOCKS, AND SEQUENTIAL EXOGENEITY von Kuersteiner, Guido M., Prucha, Ingmar R.

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Semiparametric Estimates of Monetary Policy Effects: String Theory Revisited von Angrist, Joshua D., Jordà, Òscar, Kuersteiner, Guido M.

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Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity von Kuersteiner, Guido M.

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Efficient peer effects estimators with group effects von Kuersteiner, Guido M., Prucha, Ingmar R., Zeng, Ying

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Effective sterilized foreign exchange intervention? Evidence from a rule-based policy von Kuersteiner, Guido M., Phillips, David C., Villamizar-Villegas, Mauricio

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CAUSAL EFFECTS OF MONETARY SHOCKS: SEMIPARAMETRIC CONDITIONAL INDEPENDENCE TESTS WITH A MULTINOMIAL PROPENSITY SCORE von Angrist, Joshua D., Kuersteiner, Guido M.

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Limit theory for panel data models with cross sectional dependence and sequential exogeneity von Kuersteiner, Guido M., Prucha, Ingmar R.

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Kernel-weighted GMM estimators for linear time series models von Kuersteiner, Guido M.

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AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS von Kuersteiner, Guido M.

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BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS von Hahn, Jinyong, Kuersteiner, Guido

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Estimation with Aggregate Shocks von Hahn, Jinyong, Kuersteiner, Guido, Mazzocco, Maurizio

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Constructing Optimal Instruments by First-Stage Prediction Averaging von Kuersteiner, Guido, Okui, Ryo

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Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large von Hahn, Jinyong, Kuersteiner, Guido

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GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS von Andrews, D.W.K., Kitamura, Y., Kuersteiner, G.

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Efficient bias correction for cross‐section and panel data von Hahn, Jinyong, Hughes, David W., Kuersteiner, Guido, Newey, Whitney K.

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Long difference instrumental variables estimation for dynamic panel models with fixed effects von Hahn, Jinyong, Hausman, Jerry, Kuersteiner, Guido

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Optimal instrumental variables estimation for ARMA models von Kuersteiner, Guido M.

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EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY von Kuersteiner, Guido M.

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Difference in difference meets generalized least squares: Higher order properties of hypotheses tests von Hausman, Jerry, Kuersteiner, Guido

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Stationarity and mixing properties of the dynamic Tobit model von Hahn, Jinyong, Kuersteiner, Guido

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