6
H index
5
i10 index
144
Citations
Hugo Kruiniger : Citation Profile
| RESEARCH PRODUCTION: 7 Articles 20 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2000 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hugo Kruiniger. | Is cited by:
| Cites to:
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Main data
Where Hugo Kruiniger has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Theory | 2 |
| Journal of Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 2 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Hugo Kruiniger (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Dynamic Ordered Panel Logit Models. (2021). Weidner, Martin ; Muris, Chris ; Honor, Bo E. In: Papers. RePEc:arx:papers:2107.03253. Full description at Econpapers || Download paper |
| 2024 | Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias. (2022). Phillips, Robert. In: Papers. RePEc:arx:papers:2212.14075. Full description at Econpapers || Download paper |
| 2023 | Fallacy of floating? Reconsidering the ability of flexible exchange rates to offset terms-of-trade volatility in developing countries. (2023). Popescu, Ioana Octavia. In: CSAE Working Paper Series. RePEc:csa:wpaper:2023-01. Full description at Econpapers || Download paper |
| 2024 | Likelihood approach to dynamic panel models with interactive effects. (2024). Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003524. Full description at Econpapers || Download paper |
| 2023 | Likelihood-based inference for dynamic panel data models. (2023). Thomas, Gareth M ; Ahn, Seung C. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02375-0. Full description at Econpapers || Download paper |
Works by Hugo Kruiniger:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Further results on the estimation of dynamic panel logit models with fixed effects In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2023 | Large sample properties of GMM estimators under second-order identification In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Testing for unit roots in short dynamic panels with serially correlated and heteroskedastic disturbance terms In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002. [Full Text][Citation analysis] | paper | 13 |
| 2002 | Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2002 | On the estimation of panel regression models with fixed effects In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002. [Full Text][Citation analysis] | paper | 4 |
| 2002 | On the Estimation of Panel Regression Models with Fixed Effects.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2007 | AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)/UNIT ROOT MODEL FOR PANEL DATA In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 2009 | GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA In: Econometric Theory. [Full Text][Citation analysis] | article | 17 |
| 2006 | GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2000 | On the solution of the linear rational expectations model with multiple lags In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2008 | Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 45 |
| 2013 | Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
| 2006 | Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2021 | Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors In: The Econometrics Journal. [Full Text][Citation analysis] | article | 1 |
| 2021 | A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions. In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2018 | A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions..(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2000 | GMM Estimation of Dynamic Panel Data Models with Persistent Data In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2000 | Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | GMM Estimation of Dynamic Panel Data Models with Persistent Data In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2000 | Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | On the Estimation of Panel Regression Models with Fixed Effects In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2002 | Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2002 | Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2006 | GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2022 | Estimation of dynamic panel data models with a lot of heterogeneity In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team