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	26	1	1	5	50
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	1	4	19
GMM Estimation of Dynamic Panel Data Models with Persistent Data	0	0	0	5	0	1	5	25
Large sample properties of GMM estimators under second-order identification	0	0	0	9	1	1	1	7
Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects	1	1	1	2	1	2	4	13
Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects	0	0	0	2	1	2	6	18
On the Estimation of Panel Regression Models with Fixed Effects	0	0	1	3	1	1	3	12
On the estimation of panel regression models with fixed effects	0	0	0	404	0	0	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	1	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	1	1	2	640	5	10	37	1,344

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	1	4	113
Estimation of dynamic panel data models with a lot of heterogeneity	0	0	0	2	0	1	1	7
GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA	0	0	0	81	2	4	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	0	3	95	1	1	9	330
On the solution of the linear rational expectations model with multiple lags	0	1	1	31	2	3	3	67
Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions	0	0	1	66	2	2	3	256
Total Journal Articles	0	1	5	309	8	12	26	957

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05