Details about Hugo Kruiniger

Access statistics for papers by Hugo Kruiniger.

Last updated 2008-09-09. Update your information in the RePEc Author Service.

Short-id: pkr21

Working Papers

2006

1. GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data
   Working Papers, Queen Mary, University of London, Department of Economics
2. Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions
   Working Papers, Queen Mary, University of London, Department of Economics

2002

3. Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects
   Working Papers, Queen Mary, University of London, Department of Economics View citations
4. On the Estimation of Panel Regression Models with Fixed Effects
   Working Papers, Queen Mary, University of London, Department of Economics View citations
   Also in
   10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data (2002) View citations
5. Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms
   Working Papers, Queen Mary, University of London, Department of Economics View citations
   Also in
   10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data (2002) View citations

2000

6. GMM Estimation of Dynamic Panel Data Models with Persistent Data
   Working Papers, Queen Mary, University of London, Department of Economics View citations
7. Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects
   Working Papers, Queen Mary, University of London, Department of Economics

Journal Articles

2008

1. Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
   Journal of Econometrics, 2008, 144, (2), 447-464

2000

2. On the solution of the linear rational expectations model with multiple lags
   Journal of Economic Dynamics and Control, 2000, 24, (4), 535-559