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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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GMM estimation and inference in dynamic panel data models with persistent data
Kruiniger, Hugo (contributor) - 2006
Persistent link: https://www.econbiz.de/10003313140
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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
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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
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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
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Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
Kruiniger, Hugo (contributor) - 2006
Persistent link: https://www.econbiz.de/10003402002
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Maximum likelihood estimation of dynamic linear panel data models with fixed effects
Kruiniger, Hugo - 2002
Persistent link: https://www.econbiz.de/10001689972
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GMM estimation of dynamic panel data models with persistent data
Kruiniger, Hugo - 2000
Persistent link: https://www.econbiz.de/10001540251
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Maximum likelihood and GMM estimation of dynamic panel data models with fixed effects
Kruiniger, Hugo - 2000
Persistent link: https://www.econbiz.de/10001540254
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Estimation of dynamic panel data models with a lot of heterogeneity
Kruiniger, Hugo - In: Econometric reviews 41 (2022) 2, pp. 117-146
Persistent link: https://www.econbiz.de/10013167590