Guido M. Kuersteiner
Department of Economics
Georgetown University
Contact information: Office
Hours : Mailing Address:
Guido M.
Kuersteiner By
Appointment Georgetown University
ICC 572 Department of Economics, ICC 572
Phone: 202-687-0956 Teaching: 37th
and O Streets
gk232 at georgetown dot
edu S 2010: Econ 613 Washington, DC 20057
F 2010: Econ 615 (Time Series)
Co-Editor: Econometric
Theory
Associate Editor: Journal of Business and Economic
Statistics
Review of Economics and Statistics
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Download current: working papers
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 biascorrection for
maximum likelihood estimators.
Last Updated: April, 2010