3 papers
econ.EM2025
Uniform Validity of the Subset Anderson-Rubin Test under Heteroskedasticity and Nonlinearity
Atsushi Inoue, Òscar Jordà, Guido M. Kuersteiner
We consider the Anderson-Rubin (AR) statistic for a general set of nonlinear moment restrictions. The statistic is based on the criterion function of the continuous updating estima…
math.PR2019
Limit Theorems for Data with Network Structure
Guido M. Kuersteiner
This paper develops new limit theory for data that are generated by networks or more generally display cross-sectional dependence structures that are governed by observable and uno…
math.PR2019
Joint Time Series and Cross-Section Limit Theory under Mixingale Assumptions
Jinyong Hahn, Guido Kuersteiner, Maurizio Mazzocco
In this paper we complement joint time series and cross-section convergence results of Hahn, Kuersteiner and Mazzocco (2016) by allowing for serial correlation in the time series s…