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On the solution of the linear rational expectations model with multiple lags

Kruiniger, Hugo - In: Journal of economic dynamics & control 24 (2000) 4, pp. 535-559

Persistent link: https://www.econbiz.de/10001443497

On the estimation of panel regression models with fixed effects

Kruiniger, Hugo - 2001

Persistent link: https://www.econbiz.de/10001664897

GMM estimation of dynamic panel data models with persistent data

Kruiniger, Hugo - 2000

Persistent link: https://www.econbiz.de/10001540251

Maximum likelihood and GMM estimation of dynamic panel data models with fixed effects

Kruiniger, Hugo - 2000

Persistent link: https://www.econbiz.de/10001540254

An efficient linear GMM estimator for the covariance stationary AR(1)-unit root model for panel data

Kruiniger, Hugo - In: Econometric theory 23 (2007) 3, pp. 519-535

Persistent link: https://www.econbiz.de/10003541274

GMM estimation and inference in dynamic panel data models with persistent data

Kruiniger, Hugo (contributor) - 2006

Persistent link: https://www.econbiz.de/10003313140

Conditional maximum likelihood estimation of dynamic panel data models

Kruiniger, Hugo - 1998

Persistent link: https://www.econbiz.de/10001426272

The split-sample approach to statistical analysis

Praag, Bernard M. S. van; Kruiniger, Hugo - 1991

Persistent link: https://www.econbiz.de/10000842025

Testing for unit roots in short dynamic panels with serially correlated and heteroscedastic disturbance terms

Kruiniger, Hugo; Tzavalis, Elias - 2002

Persistent link: https://www.econbiz.de/10001689974

GMM Estimation of Dynamic Panel Data Models with Persistent Data

Kruiniger, Hugo - 2002

This paper considers GMM based estimation and testing procedures for two versions of the AR(1) model with Fixed Effects, henceforth abbreviated as ARFE(1): the conditional ARFE(1) model, and the inclusive ARFE(1) model, which contains the stationary ARFE(1) models and the ARFE(1) model with a...

Persistent link: https://www.econbiz.de/10014139745