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Hugo Kruiniger

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This is information that was supplied by Hugo Kruiniger in registering through RePEc. If you are Hugo Kruiniger , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Hugo
Middle Name:
Last Name: Kruiniger
Suffix:

RePEc Short-ID: pkr21

Email:
Homepage: http://www.dur.ac.uk/business/about/contact_us/staff-alpha/?id=8642
Postal Address: Department of Economics and Finance, Durham University, 23-26 Old Elvet, Durham DH1 3HY, United Kingdom
Phone: +44 191 3346334

Affiliation

Durham University, Department of Economics and Finance
Homepage: http://www.dur.ac.uk/dbs/
Location: United Kingdom, Durham

Works

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Working papers

  1. Hugo Kruiniger, 2006. "GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data," Working Papers 560, Queen Mary, University of London, School of Economics and Finance.
  2. Hugo Kruiniger, 2006. "Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions," Working Papers 582, Queen Mary, University of London, School of Economics and Finance.
  3. Hugo Kruiniger, 2002. "On the Estimation of Panel Regression Models with Fixed Effects," Working Papers 450, Queen Mary, University of London, School of Economics and Finance.
  4. Hugo Kruiniger, 2002. "Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects," Working Papers 458, Queen Mary, University of London, School of Economics and Finance.
  5. 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, School of Economics and Finance.
  6. Hugo Kruiniger, 2000. "GMM Estimation of Dynamic Panel Data Models with Persistent Data," Working Papers 428, Queen Mary, University of London, School of Economics and Finance.
  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, School of Economics and Finance.

Articles

  1. Kruiniger, Hugo, 2013. "Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions," Journal of Econometrics, Elsevier, vol. 173(2), pages 175-188.
  2. Kruiniger, Hugo, 2009. "Gmm Estimation And Inference In Dynamic Panel Data Models With Persistent Data," Econometric Theory, Cambridge University Press, vol. 25(05), pages 1348-1391, October.
  3. 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.
  4. 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, June.
  5. 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.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  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

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