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GMM Estimation of Dynamic Pane...
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Kruiniger, Hugo
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Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
Kruiniger, Hugo
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 447-464
Persistent link: https://www.econbiz.de/10003774677
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2
GMM estimation and inference in dynamic panel data models with persistent data
Kruiniger, Hugo
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003313140
Saved in:
3
GMM estimation and inference in dynamic panel data models with persistent data
Kruiniger, Hugo
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1348-1391
Persistent link: https://www.econbiz.de/10003885774
Saved in:
4
An efficient linear GMM estimator for the covariance stationary AR(1)-unit root model for panel data
Kruiniger, Hugo
- In:
Econometric theory
23
(
2007
)
3
,
pp. 519-535
Persistent link: https://www.econbiz.de/10003541274
Saved in:
5
Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
Kruiniger, Hugo
- In:
Journal of econometrics
173
(
2013
)
2
,
pp. 175-188
Persistent link: https://www.econbiz.de/10009711710
Saved in:
6
Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
Kruiniger, Hugo
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003402002
Saved in:
7
On the estimation of panel regression models with fixed effects
Kruiniger, Hugo
-
2001
Persistent link: https://www.econbiz.de/10001664897
Saved in:
8
Maximum likelihood estimation of dynamic linear panel data models with fixed effects
Kruiniger, Hugo
-
2002
Persistent link: https://www.econbiz.de/10001689972
Saved in:
9
On the solution of the linear rational expectations model with multiple lags
Kruiniger, Hugo
- In:
Journal of economic dynamics & control
24
(
2000
)
4
,
pp. 535-559
Persistent link: https://www.econbiz.de/10001443497
Saved in:
10
GMM estimation of dynamic panel data models with persistent data
Kruiniger, Hugo
-
2000
Persistent link: https://www.econbiz.de/10001540251
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