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	1	1	27	5	10	17	64
A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions	0	0	0	2	3	4	6	14
Further results on the estimation of dynamic panel logit models with fixed effects	1	1	1	23	2	5	5	32
GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data	0	1	1	4	2	4	9	26
GMM Estimation of Dynamic Panel Data Models with Persistent Data	0	0	0	5	2	2	5	28
Large sample properties of GMM estimators under second-order identification	0	1	1	10	2	5	6	12
Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects	0	0	1	2	3	4	6	17
Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects	0	1	1	3	0	1	5	19
On the Estimation of Panel Regression Models with Fixed Effects	0	0	0	3	2	3	5	16
On the estimation of panel regression models with fixed effects	0	0	0	404	4	7	9	802
Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions	0	0	0	1	2	6	8	31
Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms	0	0	0	0	2	2	4	11
Testing for unit roots in short dynamic panels with serially correlated and heteroskedastic disturbance terms	0	0	0	161	0	1	1	340
Total Working Papers	1	5	6	645	29	54	86	1,412

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	3	7	10	121
Estimation of dynamic panel data models with a lot of heterogeneity	0	1	1	3	1	2	3	9
GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA	0	0	0	81	4	9	14	187
Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors	0	0	0	1	2	4	4	11
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model	0	0	3	96	0	1	9	332
On the solution of the linear rational expectations model with multiple lags	0	0	1	31	0	1	4	68
Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions	0	0	0	66	2	2	4	258
Total Journal Articles	0	1	5	311	12	26	48	986

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Statistics updated 2026-02-12