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 2 0 1 7 16
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 3 20 69
Further results on the estimation of dynamic panel logit models with fixed effects 0 0 1 23 0 1 6 33
GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data 0 0 1 4 1 7 14 33
GMM Estimation of Dynamic Panel Data Models with Persistent Data 1 1 1 6 1 8 11 36
Large sample properties of GMM estimators under second-order identification 0 0 1 10 0 4 10 16
Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects 0 0 1 2 0 2 8 19
Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects 0 0 1 3 0 2 4 21
On the Estimation of Panel Regression Models with Fixed Effects 0 0 0 3 1 5 11 22
On the estimation of panel regression models with fixed effects 0 0 0 404 0 6 15 809
Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions 0 0 0 1 2 4 12 35
Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms 0 0 0 0 0 4 8 15
Testing for unit roots in short dynamic panels with serially correlated and heteroskedastic disturbance terms 0 0 0 161 0 2 4 343
Total Working Papers 1 1 7 646 5 49 130 1,467
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 1 1 1 34 2 6 15 127
Estimation of dynamic panel data models with a lot of heterogeneity 0 0 1 3 0 2 10 16
GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA 1 1 1 82 1 5 18 192
Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors 1 1 1 2 1 4 10 17
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model 0 1 3 98 0 4 9 338
On the solution of the linear rational expectations model with multiple lags 0 0 1 31 0 3 7 71
Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions 0 0 0 66 0 4 8 262
Total Journal Articles 3 4 8 316 4 28 77 1,023

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Statistics updated 2026-06-04