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 1 27 0 7 18 66
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 4 6 15
Further results on the estimation of dynamic panel logit models with fixed effects 0 1 1 23 0 2 5 32
GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data 0 0 1 4 4 6 12 30
GMM Estimation of Dynamic Panel Data Models with Persistent Data 0 0 0 5 3 5 7 31
Large sample properties of GMM estimators under second-order identification 0 0 1 10 1 3 7 13
Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects 0 0 1 2 0 3 6 17
Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects 0 0 1 3 1 1 4 20
On the Estimation of Panel Regression Models with Fixed Effects 0 0 0 3 1 4 7 18
On the estimation of panel regression models with fixed effects 0 0 0 404 2 7 11 805
Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions 0 0 0 1 0 2 8 31
Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms 0 0 0 0 1 3 5 12
Testing for unit roots in short dynamic panels with serially correlated and heteroskedastic disturbance terms 0 0 0 161 0 1 2 341
Total Working Papers 0 1 6 645 13 48 98 1,431
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 0 3 9 121
Estimation of dynamic panel data models with a lot of heterogeneity 0 0 1 3 0 6 8 14
GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA 0 0 0 81 1 5 15 188
Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors 0 0 0 1 2 6 8 15
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model 0 1 2 97 0 2 6 334
On the solution of the linear rational expectations model with multiple lags 0 0 1 31 1 1 5 69
Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions 0 0 0 66 1 3 5 259
Total Journal Articles 0 1 4 312 5 26 56 1,000

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Statistics updated 2026-04-09