Hugo Kruiniger : Citation Profile


Are you Hugo Kruiniger?

5

H index

4

i10 index

77

Citations

RESEARCH PRODUCTION:

5

Articles

9

Papers

RESEARCH ACTIVITY:

   13 years (2000 - 2013). See details.
   Cites by year: 5
   Journals where Hugo Kruiniger has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 5 (6.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr21
   Updated: 2018-07-14    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 (13)

Juodis, Artūras (10)

Karavias, Yiannis (10)

Sarafidis, Vasilis (7)

Westerlund, Joakim (5)

Phillips, Peter (5)

Pesaran, M (4)

Windmeijer, Frank (4)

Hayakawa, Kazuhiko (4)

Nauges, Celine (3)

Bun, Maurice (3)

Cites to:

Arellano, Manuel (7)

Ahn, Seung (6)

Schmidt, Peter (6)

Windmeijer, Frank (4)

Pesaran, M (4)

hsiao, cheng (4)

Kollintzas, Tryphon (3)

Bun, Maurice (3)

Nickell, Stephen (3)

Magill, Michael (2)

Moon, Hyungsik (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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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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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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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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paper10
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: 10
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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article12
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: 12
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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article31
2013Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions In: Journal of Econometrics.
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article11
2006Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 11
paper
2000GMM Estimation of Dynamic Panel Data Models with Persistent Data In: Working Papers.
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paper5
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2th 2018. Contact: CitEc Team