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by: Madie Schinner

Econometrics ECN 140

Madie Schinner
GPA 3.57

Guido Kuersteiner

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Guido Kuersteiner
Class Notes
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This 4 page Class Notes was uploaded by Madie Schinner on Tuesday September 8, 2015. The Class Notes belongs to ECN 140 at University of California - Davis taught by Guido Kuersteiner in Fall. Since its upload, it has received 46 views. For similar materials see /class/191879/ecn-140-university-of-california-davis in Economcs at University of California - Davis.


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Date Created: 09/08/15
CURRICULUM VITAE Guido Kuersteiner July 2009 Address Georgetown University ICC580 Department of Economics Email gkuersteucdavisedu 37 h and O Streets NW httpwwweconucdavisgkuerste Washington DC 20057 Degrees 0597 PhD Economics Yale University 0596 MPhil Economics Yale University 0195 MA Economics Yale University 0793 MSc Econometrics and Mathematical Economics London School of Economics and Political Science with distinction 1191 licentiatus rerum politicarum Economics and Computer Science University of Bern Switzerland summa cum an e Current Positions 200910 Visiting Professor Georgetown University 2006 Associate Professor UC Davis Editorial Positions CoEditor Econometric Theory 2007 Associate Editor Econometrics Journal May 2007 Associate Editor Review of Economics and Statistics 2003 Associate Editor Journal ofBusiness and Economic Statistics 2005 Associate Editor Econometric Theory 20052006 Past Positions 20052006 Associate Professor Boston University tenured 20042005 Associate Professor of Economics without tenure Boston University 20032004 Associate Professor of Economics without tenure MIT Spring 2004 Visiting Scholar New York University Department of Economics Fall 2003 Visiting Associate Professor Yale University Department of Economics 1997 2003 Assistant Professor of Economics Massachusetts Institute of Technology Fellowships and Awards 2005 Neu Family Award for Excellence in Teaching In Economics 19951996 Alfred P Sloan Dissertation Fellowship 19931997 Yale University Fellowship 1993 1992 Grants 20012004 20042005 Teaching 20062009 20062009 20062009 20052006 20042005 Fall 2003 2001 2002 19972002 19982002 1999 2000 Spring 1998 Overseas Research Students Award United Kingdom London School of Economics Graduate Studentship NSF Grant No SES0095132 Small Sample Re nements of Moment Based Estimators NSF Grant No SE S0523 1 86 Small Sample Re nements of Moment Based Estimators Graduate Time Series ECN 240C Undergraduate Econometrics ECN140 Undergraduate Financial Economics ECN134 Undergraduate Topics in Econometrics ECN190 Undergraduate Statistics Ec 305 Masters Econometrics Ec 507 Graduate Statistics Ec 707 Graduate Nonlinear Econometrics Yale Econ 554b Undergraduate Financial Economics 1445 Graduate Time Series 14384 Graduate Econometrics 14381 Graduate Topics in Econometrics 14386 Undergraduate Advanced Macroeconomics 1440 Scienti c Publications Difference in Difference meets Generalized Least Squares Higher Order Properties of Hypotheses Tests with Jerry Hausman Journal of Econometrics 144 2008 371391 Long difference instrumental variables estimation for dynamic panel models with xed effects Journal ofEconometrics 140 2007 574617 GrangerSims Causality to appear in the New Palgrave Dictionary of Economics 2quot 1 edition edited by Steven Durlauf and Lawrence Blume Macmillan Automatic Inference for In nite Order Vector Autoregressions Econometric Theory 21 2005 51 Estimation with Weak Instruments Accuracy of Higher Order Bias and MSE Approximations with Jrnyong Hahn and Jerry Hausman Econometrics Journal 7 2004 272306 3 1 quot D quot 39 of quot l T 39 Random Effects Estimator for a Dynamic Panel Model with Fixed Effects When Both 11 and T are Large with Jinyong Hahn and Myeong Hyeon Cho Economics Letters 84 2004 117125 Moment Selection and Bias Reduction for GMIVI in Conditionally Heteroskedastic Models forthcoming in Econometric Essays in Honor of Peter Phillips D Corbea S Durlauf and BE Hansen eds Cambridge University Press Discontinuities of Weak Instrument Limiting Distributions with Jinyong Hahn Economics Letters 75 2002 325331 Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects with Jinyong Hahn Econometrica 70 2002 16391657 Ef cient Instrumental Variables Estimation for Autoregressive Models with Conditional Heteroskedasticity Econometric Theory 18 2002 547583 Optimal Instrumental Variables Estimation for ARMA Models Journal of Econometrics 1042 2001 359405 Interest rates and exchange rates under money supply targets with Walter Wasserfallen Journal of Monetary Economics 33 1994 201230 Real Business Cycle Models Some EVidence for Switzerland with Marcel Rindisbacher Swiss Journal of Economics and Statistics 130 1994 2143 Other Publications Book review of Generalized Method of Moments Estimation by L Matyas ed for the Journal of the American Statistical Association 95451 10141016 Working Papers Semiparametric Causality Tests Using the Policy Propensity Score with Joshua Angrist NBER Working Paper 10975 Bias Reduction for Dynamic Nonlinear Panel Models with Fixed Effects with Jinyong Hahn Selecting the Number of Instruments for GMIVI Estimators of Linear Time Series Models 4 Bandwidth Choice for Bias Estimators in Dynamic Nonlinear Panel Models with Jinyong Hahn Higher Order Properties of the Bootstrap Bias Corrected Maximum Likelihood Estimator with Jinyong Hahn and Whitney Newey Estimator Averaging for Two Stage Least Squares with Ryo Okui Other Professional Activities Program Committee member for the 2005 World Congress of the Econometric Society Program Committee member for the 2006 Latin American Meeting of the Econometric Society Professional Organizations Member American Economic Association Econometric Society Institute of Mathematical Statistics Referee for Econometrica Econometric Reviews Econometric Theory Econometrics Journal Economic Journal Economics Letters International Economic Review Joumal of Applied Econometrics Joumal of Business and Economic Statistics Journal of Econometrics Joumal of Monetary Economics Journal of Multivariate Analysis Journal of Public Economics Journal of Time Series Analysis Review of Economic Studies Review of Economics and Statistics National Science Foundation


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