Access Statistics for Hugo Kruiniger

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions 0 0 0 26 1 2 6 51
A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions 0 0 0 2 0 0 2 9
Further results on the estimation of dynamic panel logit models with fixed effects 0 0 0 22 0 0 1 27
GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data 0 0 0 3 0 0 3 19
GMM Estimation of Dynamic Panel Data Models with Persistent Data 0 0 0 5 0 0 3 25
Large sample properties of GMM estimators under second-order identification 0 0 0 9 0 1 1 7
Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects 0 1 1 2 0 1 4 13
Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects 0 0 0 2 0 1 6 18
On the Estimation of Panel Regression Models with Fixed Effects 0 0 0 3 0 2 2 13
On the estimation of panel regression models with fixed effects 0 0 0 404 0 1 4 795
Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions 0 0 0 1 0 1 2 24
Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms 0 0 0 0 0 0 1 8
Testing for unit roots in short dynamic panels with serially correlated and heteroskedastic disturbance terms 0 0 0 161 0 0 0 339
Total Working Papers 0 1 1 640 1 9 35 1,348
7 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)/UNIT ROOT MODEL FOR PANEL DATA 0 0 0 33 1 2 5 114
Estimation of dynamic panel data models with a lot of heterogeneity 0 0 0 2 0 0 1 7
GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA 0 0 0 81 0 2 4 177
Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors 0 0 0 1 0 0 2 7
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model 0 1 4 96 0 2 10 331
On the solution of the linear rational expectations model with multiple lags 0 0 1 31 0 2 3 67
Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions 0 0 0 66 0 2 2 256
Total Journal Articles 0 1 5 310 1 10 27 959


Statistics updated 2025-10-06