| Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large J Hahn, G Kuersteiner Econometrica 70 (4), 1639-1657, 2002 | 599 | 2002 |
| Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations J Hahn, J Hausman, G Kuersteiner The Econometrics Journal 7 (1), 272-306, 2004 | 406 | 2004 |
| Semiparametric estimates of monetary policy effects: string theory revisited JD Angrist, Ò Jordà, GM Kuersteiner Journal of Business & Economic Statistics 36 (3), 371-387, 2018 | 306 | 2018 |
| Bias reduction for dynamic nonlinear panel models with fixed effects J Hahn, G Kuersteiner Econometric Theory 27 (6), 1152-1191, 2011 | 253 | 2011 |
| Long difference instrumental variables estimation for dynamic panel models with fixed effects J Hahn, J Hausman, G Kuersteiner Journal of econometrics 140 (2), 574-617, 2007 | 207 | 2007 |
| Causal effects of monetary shocks: Semiparametric conditional independence tests with a multinomial propensity score JD Angrist, GM Kuersteiner Review of Economics and Statistics 93 (3), 725-747, 2011 | 147 | 2011 |
| Dynamic spatial panel models: Networks, common shocks, and sequential exogeneity GM Kuersteiner, IR Prucha Econometrica 88 (5), 2109-2146, 2020 | 96 | 2020 |
| Constructing optimal instruments by first‐stage prediction averaging G Kuersteiner, R Okui Econometrica 78 (2), 697-718, 2010 | 95 | 2010 |
| Difference in difference meets generalized least squares: Higher order properties of hypotheses tests J Hausman, G Kuersteiner Journal of Econometrics 144 (2), 371-391, 2008 | 90 | 2008 |
| Bias corrected instrumental variables estimation for dynamic panel models with fixed effects J Hahn, JA Hausman, GM Kuersteiner Available at SSRN 276592, 2001 | 85 | 2001 |
| Discontinuities of weak instrument limiting distributions J Hahn, G Kuersteiner Economics Letters 75 (3), 325-331, 2002 | 84 | 2002 |
| Effective sterilized foreign exchange intervention? Evidence from a rule-based policy GM Kuersteiner, DC Phillips, M Villamizar-Villegas Journal of International Economics 113, 118-138, 2018 | 69 | 2018 |
| Limit theory for panel data models with cross sectional dependence and sequential exogeneity GM Kuersteiner, IR Prucha Journal of Econometrics 174 (2), 107-126, 2013 | 67 | 2013 |
| Automatic inference for infinite order vector autoregressions GM Kuersteiner Econometric Theory 21 (1), 85-115, 2005 | 42 | 2005 |
| Granger-sims causality GM Kuersteiner Macroeconometrics and time series analysis, 119-134, 2010 | 38 | 2010 |
| Optimal instrumental variables estimation for ARMA models GM Kuersteiner Journal of Econometrics 104 (2), 359-405, 2001 | 37 | 2001 |
| Semiparametric causality tests using the policy propensity score J Angrist, G Kuersteiner National Bureau of Economic Research, 2004 | 36 | 2004 |
| Kernel-weighted GMM estimators for linear time series models GM Kuersteiner Journal of Econometrics 170 (2), 399-421, 2012 | 29 | 2012 |
| Efficient IV estimation for autoregressive models with conditional heteroskedasticity GM Kuersteiner Econometric Theory 18 (3), 547-583, 2002 | 28 | 2002 |
| Estimation with aggregate shocks J Hahn, G Kuersteiner, M Mazzocco The Review of Economic Studies 87 (3), 1365-1398, 2020 | 27 | 2020 |
