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Testing for unit roots in short dynamic panels with serially correlated and heteroskedastic disturbance terms
Kruiniger, Hugo, (2002)
Identification without assuming mean stationarity : quasi-maximum likelihood estimation of dynamic panel models with endogenous regressors
Kruiniger, Hugo, (2021)
Estimation of dynamic panel data models with a lot of heterogeneity
Kruiniger, Hugo, (2022)