23 citations · 42 across the 10 of their papers we have counts for
5 papers · 1 filter
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…
Overidentification in Shift-Share Designs
Jinyong Hahn, Guido Kuersteiner, Andres Santos +1
This paper studies the testability of identifying restrictions commonly employed to assign a causal interpretation to two stage least squares (TSLS) estimators based on Bartik inst…
Inference for Local Projections
Atsushi Inoue, Òscar Jordà, Guido M. Kuersteiner
Inference for impulse responses estimated with local projections presents interesting challenges and opportunities. Analysts typically want to assess the precision of individual es…
Efficient Bias Correction for Cross-section and Panel Data
Jinyong Hahn, David W. Hughes, Guido Kuersteiner +1
Bias correction can often improve the finite sample performance of estimators. We show that the choice of bias correction method has no effect on the higher-order variance of semip…
Efficient Peer Effects Estimators with Group Effects
Guido M. Kuersteiner, Ingmar R. Prucha, Ying Zeng
We study linear peer effects models where peers interact in groups, individual's outcomes are linear in the group mean outcome and characteristics, and group effects are random. Ou…