Information about:
Hugo Kruiniger

Other registered authors

Email:
Homepage: http://www.qmw.ac.uk/~ugte185/
Postal Address: Department of Economics Queen Mary, University of London Mile End Road London E1 4NS
Phone: +44 207 882 7808

Affiliation

• Department of Economics
  Queen Mary
  University of London

  Location: London, United Kingdom
  Homepage: http://www.econ.qmul.ac.uk/
  Email:
  Phone: +44 (0) 20 7882 5096
  Fax: +44 (0) 20 8983 3580
  Postal: London E1 4NS
  Handle: RePEc:edi:deqmwuk (registered authors at this institution)

Working papers

1. Hugo Kruiniger, 2006. "Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions," Working Papers 582, Queen Mary, University of London, Department of Economics. [Downloadable!]

2. Hugo Kruiniger, 2006. "GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data," Working Papers 560, Queen Mary, University of London, Department of Economics. [Downloadable!]

3. Hugo Kruiniger, 2002. "Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects," Working Papers 458, Queen Mary, University of London, Department of Economics. [Downloadable!]

4. Hugo Kruiniger & Elias Tzavalis, 2002. "Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms," Working Papers 459, Queen Mary, University of London, Department of Economics. [Downloadable!]
   Other versions:
   • Hugo Kruiniger & Elias Tzavalis, 2002. "Testing for unit roots in short dynamic panels with serially correlated and heteroskedastic disturbance terms," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B5-1, International Conferences on Panel Data. [Downloadable!]

5. Hugo Kruiniger, 2002. "On the Estimation of Panel Regression Models with Fixed Effects," Working Papers 450, Queen Mary, University of London, Department of Economics. [Downloadable!]
   Other versions:
   • Hugo Kruiniger, 2002. "On the estimation of panel regression models with fixed effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C6-2, International Conferences on Panel Data. [Downloadable!]

6. Hugo Kruiniger, 2000. "GMM Estimation of Dynamic Panel Data Models with Persistent Data," Working Papers 428, Queen Mary, University of London, Department of Economics. [Downloadable!]

7. Hugo Kruiniger, 2000. "Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects," Working Papers 429, Queen Mary, University of London, Department of Economics. [Downloadable!]

1. Kruiniger, Hugo, 2008. "Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model," Journal of Econometrics, Elsevier, vol. 144(2), pages 447-464, June. [Downloadable!] (restricted)

2. Kruiniger, Hugo, 2007. "An Efficient Linear Gmm Estimator For The Covariance Stationary Ar(1)/Unit Root Model For Panel Data," Econometric Theory, Cambridge University Press, vol. 23(03), pages 519-535, April. [Downloadable!]

3. Kruiniger, Hugo, 2000. "On the solution of the linear rational expectations model with multiple lags," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 535-559, April. [Downloadable!] (restricted)

1. NEP-CBA: Central Banking (1) 2006-04-22
2. NEP-ECM: Econometrics (6) 2000-12-19 2000-12-19 2002-07-10 2002-07-10 2006-04-22 2007-01-13 Author is listed
3. NEP-ETS: Econometric Time Series (5) 2001-02-21 2001-02-21 2002-07-04 2006-04-22 2007-01-13 Author is listed

This page was last updated on 2008-8-20.