Hugo Kruiniger : Citation Profile


Are you Hugo Kruiniger?

5

H index

4

i10 index

86

Citations

RESEARCH PRODUCTION:

5

Articles

9

Papers

RESEARCH ACTIVITY:

   13 years (2000 - 2013). See details.
   Cites by year: 6
   Journals where Hugo Kruiniger has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 5 (5.49 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkr21
   Updated: 2018-10-13    RAS profile: 2013-05-08    
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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:

Tzavalis, Elias (14)

Karavias, Yiannis (12)

Juodis, Artūras (10)

Sarafidis, Vasilis (7)

Hayakawa, Kazuhiko (7)

Phillips, Peter (5)

Westerlund, Joakim (5)

Windmeijer, Frank (4)

Pesaran, M (4)

Nauges, Celine (3)

Choi, In (3)

Cites to:

Arellano, Manuel (7)

Schmidt, Peter (6)

Ahn, Seung (6)

hsiao, cheng (4)

Windmeijer, Frank (4)

Pesaran, M (4)

Kollintzas, Tryphon (3)

Bun, Maurice (3)

Nickell, Stephen (3)

Bover, Olympia (2)

Blundell, Richard (2)

Main data


Where Hugo Kruiniger has published?


Journals with more than one article published# docs
Econometric Theory2
Journal of Econometrics2

Recent works citing Hugo Kruiniger (2018 and 2017)


YearTitle of citing document
2017Misspecification in Dynamic Panel Data Models and Model-Free Inferences. (2017). Okui, Ryo. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:3:p:283-304.

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2017A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model. (2017). Solberger, Martin ; Zhou, Xingwu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:22-50.

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2017On Maximum Likelihood Estimation of Dynamic Panel Data Models. (2017). Juodis, Artūras ; Carree, Martin A. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:463-494.

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2017Growth in Earnings and Health: Nothing is as Practical as a Good Theory. (2017). Avdic, Daniel ; Karlsson, Martin ; Tarp, Finn ; Pirttila, Yukka ; Addison, Tony. In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:4:p:777-787.

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2018The asymptotic properties of GMM and indirect inference under second-order identification. (2018). Dovonon, Prosper ; Hall, Alastair R. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:76-111.

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2017Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537.

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2017The Asymptotic Properties of GMM and Indirect Inference under Second Inference. (2017). Donovon, Prosper ; Hall, Alastair R. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1705.

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2018A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.. (2018). Kruiniger, Hugo . In: MPRA Paper. RePEc:pra:mprapa:88623.

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2017INEQUALITY AND PROPERTY RIGHTS, REVISITED. (2017). OUATTARA, BAZOUMANA ; Standaert, Samuel . In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:17/935.

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2018Rank based cointegration testing for dynamic panels with fixed T. (2018). Juodis, Artras. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1304-8.

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2017Local power of panel unit root tests allowing for structural breaks. (2017). Tzavalis, Elias ; Karavias, Yiannis. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:10:p:1123-1156.

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Works by Hugo Kruiniger:


YearTitleTypeCited
2002Testing 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.
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paper11
2002Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms.(2002) In: Working Papers.
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This paper has another version. Agregated cites: 11
paper
2002On the estimation of panel regression models with fixed effects In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
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paper4
2002On the Estimation of Panel Regression Models with Fixed Effects.(2002) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2007AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)/UNIT ROOT MODEL FOR PANEL DATA In: Econometric Theory.
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article2
2009GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA In: Econometric Theory.
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article13
2006GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 13
paper
2000On the solution of the linear rational expectations model with multiple lags In: Journal of Economic Dynamics and Control.
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article0
2008Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model In: Journal of Econometrics.
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article34
2013Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions In: Journal of Econometrics.
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article14
2006Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2000GMM Estimation of Dynamic Panel Data Models with Persistent Data In: Working Papers.
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paper6
2000Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects In: Working Papers.
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paper0
2002Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects In: Working Papers.
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paper2

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