Details about Hugo Kruiniger

Access statistics for papers by Hugo Kruiniger.

Last updated 2023-10-08. Update your information in the RePEc Author Service.

Short-id: pkr21

Working Papers

2023

1. Further results on the estimation of dynamic panel logit models with fixed effects
   Papers, arXiv.org View citations (2)
2. Large sample properties of GMM estimators under second-order identification
   Papers, arXiv.org

2021

3. A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions
   MPRA Paper, University Library of Munich, Germany
   Also in MPRA Paper, University Library of Munich, Germany (2018) View citations (2)

2006

4. GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data
   Working Papers, Queen Mary University of London, School of Economics and Finance View citations (1)
   See also Journal Article GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA, Econometric Theory, Cambridge University Press (2009) View citations (20) (2009)
5. Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions
   Working Papers, Queen Mary University of London, School of Economics and Finance View citations (1)
   See also Journal Article Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions, Journal of Econometrics, Elsevier (2013) View citations (20) (2013)

2002

6. Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects
   Working Papers, Queen Mary University of London, School of Economics and Finance
7. On the Estimation of Panel Regression Models with Fixed Effects
   Working Papers, Queen Mary University of London, School of Economics and Finance View citations (4)
   Also in 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data (2002) View citations (6)
8. Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms
   Working Papers, Queen Mary University of London, School of Economics and Finance View citations (13)
   Also in 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data (2002) View citations (13)

2000

9. GMM Estimation of Dynamic Panel Data Models with Persistent Data
   Working Papers, Queen Mary University of London, School of Economics and Finance View citations (7)
10. Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects
    Working Papers, Queen Mary University of London, School of Economics and Finance

Journal Articles

2022

1. Estimation of dynamic panel data models with a lot of heterogeneity
   Econometric Reviews, 2022, 41, (2), 117-146

2021

2. Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors
   The Econometrics Journal, 2021, 24, (3), 417-441 View citations (1)

2013

3. Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
   Journal of Econometrics, 2013, 173, (2), 175-188 View citations (20)
   See also Working Paper Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions, Working Papers (2006) View citations (1) (2006)

2009

4. GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA
   Econometric Theory, 2009, 25, (5), 1348-1391 View citations (20)
   See also Working Paper GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data, Working Papers (2006) View citations (1) (2006)

2008

5. Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
   Journal of Econometrics, 2008, 144, (2), 447-464 View citations (51)

2007

6. AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)/UNIT ROOT MODEL FOR PANEL DATA
   Econometric Theory, 2007, 23, (3), 519-535 View citations (4)

2000

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