Guido M.
Kuersteiner
Department of Economics
UC Davis
Contact information: Office
Hours : Mailing Address:
Guido M.
Kuersteiner By
Appointment UC Davis
SSH Building Department of Economics
Office 1147 Teaching:
Phone: 530-752-3028 F
08: ECN 140 Davis, CA 95616
gkuerste@ucdavis.edu
Co-Editor: Econometric
Theory
Associate Editor: Journal of Business and Economic
Statistics
Review of Economics and Statistics
Download CV: PDF
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: July, 2008