Access Statistics for Hugo Kruiniger

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	2	0	0	2	8
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	1	4	48
Further results on the estimation of dynamic panel logit models with fixed effects	0	0	1	22	0	0	2	27
GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data	0	0	0	3	0	0	2	17
GMM Estimation of Dynamic Panel Data Models with Persistent Data	0	0	0	5	0	1	6	23
Large sample properties of GMM estimators under second-order identification	0	0	0	9	0	0	0	6
Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects	0	0	0	1	0	1	2	11
Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects	0	0	0	2	1	2	4	15
On the Estimation of Panel Regression Models with Fixed Effects	0	0	1	3	0	0	4	11
On the estimation of panel regression models with fixed effects	0	0	0	404	1	2	3	794
Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions	0	0	0	1	0	0	2	23
Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms	0	0	0	0	0	0	0	7
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	0	2	639	3	7	31	1,329

7 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	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	3	3	112
Estimation of dynamic panel data models with a lot of heterogeneity	0	0	0	2	0	0	0	6
GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA	0	0	0	81	0	0	1	173
Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors	0	0	0	1	0	1	2	7
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model	2	2	3	95	4	4	6	327
On the solution of the linear rational expectations model with multiple lags	0	0	0	30	0	0	0	64
Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions	0	0	1	66	0	0	1	254
Total Journal Articles	2	2	4	308	5	8	13	943

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Statistics updated 2025-03-03