Hugo Kruiniger : Citation Profile


Are you Hugo Kruiniger?

6

H index

5

i10 index

143

Citations

RESEARCH PRODUCTION:

7

Articles

20

Papers

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 6
   Journals where Hugo Kruiniger has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 10 (6.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr21
   Updated: 2024-01-16    RAS profile: 2023-10-08    
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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 (21)

Karavias, Yiannis (18)

Juodis, Artūras (14)

Phillips, Peter (9)

Sarafidis, Vasilis (8)

Hayakawa, Kazuhiko (7)

Westerlund, Joakim (7)

Choi, In (6)

Giannetti, Caterina (6)

Pesaran, Mohammad (6)

Windmeijer, Frank (5)

Cites to:

Arellano, Manuel (20)

hsiao, cheng (9)

Windmeijer, Frank (8)

Ahn, Seung (8)

Schmidt, Peter (7)

Pesaran, Mohammad (6)

Phillips, Peter (6)

Stock, James (5)

Moon, Hyungsik (5)

Bover, Olympia (5)

Blundell, Richard (5)

Main data


Where Hugo Kruiniger has published?


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

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Hugo Kruiniger (2024 and 2023)


YearTitle of citing document
2023Dynamic 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

2023Fallacy 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

2023Likelihood-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:


YearTitleTypeCited
2023Further results on the estimation of dynamic panel logit models with fixed effects In: Papers.
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paper2
2023Large sample properties of GMM estimators under second-order identification In: Papers.
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paper0
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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paper13
2002Testing 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
2002On 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]
paper4
2002On 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
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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article17
2006GMM 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
2000On the solution of the linear rational expectations model with multiple lags In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
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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article44
2013Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions In: Journal of Econometrics.
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article18
2006Quasi 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
2021Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors In: The Econometrics Journal.
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article1
2021A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions. In: MPRA Paper.
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paper6
2018A 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
2000GMM Estimation of Dynamic Panel Data Models with Persistent Data In: Working Papers.
[Full Text][Citation analysis]
paper5
2000Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects In: Working Papers.
[Full Text][Citation analysis]
paper0
2002Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects In: Working Papers.
[Full Text][Citation analysis]
paper0
2000GMM Estimation of Dynamic Panel Data Models with Persistent Data In: Working Papers.
[Full Text][Citation analysis]
paper5
2000Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects In: Working Papers.
[Full Text][Citation analysis]
paper0
2002On the Estimation of Panel Regression Models with Fixed Effects In: Working Papers.
[Full Text][Citation analysis]
paper4
2002Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects In: Working Papers.
[Full Text][Citation analysis]
paper2
2002Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms In: Working Papers.
[Full Text][Citation analysis]
paper13
2006GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data In: Working Papers.
[Full Text][Citation analysis]
paper1
2006Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions In: Working Papers.
[Full Text][Citation analysis]
paper6
2022Estimation of dynamic panel data models with a lot of heterogeneity In: Econometric Reviews.
[Full Text][Citation analysis]
article0

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