Narrow search
Showing 1 - 6 of 6
Cover Image
On the solution of the linear rational expectations model with multiple lags
Kruiniger, H. - In: Journal of economic dynamics & control 24 (2000) 4, pp. 535-560
Persistent link: https://www.econbiz.de/10006782145
Cover Image
AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)-UNIT ROOT MODEL FOR PANEL DATA
Kruiniger, Hugo; Ahn, S.C.; Schmidt, P.; Ahn, S.C.; … - In: Econometric theory 23 (2007) 3, pp. 519-536
Persistent link: https://www.econbiz.de/10007718226
Cover Image
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)-unit root model
Kruiniger, Hugo - In: Journal of econometrics 144 (2008) 2, pp. 447-464
Persistent link: https://www.econbiz.de/10008073024
Cover Image
Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
Kruiniger, Hugo - In: Journal of econometrics 173 (2013) 2, pp. 175-188
Persistent link: https://www.econbiz.de/10010073924
Cover Image
GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA
Kruiniger, Hugo - In: Econometric theory 25 (2009) 5, pp. 1348-1391
Persistent link: https://www.econbiz.de/10008306943
Cover Image
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
Kruiniger, Hugo - In: Journal of econometrics 144 (2008) 2, pp. 447-465
Persistent link: https://www.econbiz.de/10008880003