Hugo Kruiniger

Durham University

Dr

Durham, DH1 3HY

United Kingdom

SCHOLARLY PAPERS

10

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1,792

SSRN CITATIONS
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Top 36,367

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2

CROSSREF CITATIONS

14

Scholarly Papers (10)

1.

GMM Estimation of Dynamic Panel Data Models with Persistent Data

Queen Mary & Westfield Economics Working Paper No. 428
Number of pages: 43 Posted: 03 Feb 2001
Hugo Kruiniger
Durham University
Downloads 486 (58,565)
Citation 4

Abstract:

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dynamic panel data models, fixed effects, Generalized Method of Moments, weak moment conditions, local-to-zero asymptotics, local-to-unity asymptotics, redundancy, unit root tests, superefficiency

2.

On the Estimation of Panel Regression Models with Fixed Effects

Number of pages: 41 Posted: 21 Feb 2002
Hugo Kruiniger
Durham University
Downloads 428 (68,274)
Citation 6

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fixed effects, correlated effects, (essentially) random effects, conditional likelihood, modified likelihood, GMM, quasi likelihood, cross-sectional dependence

3.

Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects

Quuen Mary & Westfield Economics Working Paper No. 429
Number of pages: 66 Posted: 03 Feb 2001
Hugo Kruiniger
Durham University
Downloads 339 (89,713)

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dynamic panel data models, fixed effects, GMM, Conditional ML, Modified ML, Bayesian methods, (asymptotic) redundancy, Cramer-Rao and semiparametric efficiency bounds, unit root tests, parameter on boundary problem

4.

Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects

U of London Queen Mary Economics Working Paper No. 458
Number of pages: 53 Posted: 24 Jun 2002
Hugo Kruiniger
Durham University
Downloads 201 (153,778)

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5.

Fixed Effects versus Random Effects Estimation of Dynamic Panel Data Models

Number of pages: 44 Posted: 05 Aug 2017 Last Revised: 08 Jan 2019
Hugo Kruiniger
Durham University
Downloads 140 (210,489)
Citation 1

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Dynamic Panel Data, Fixed Effects, GMM, Local Asymptotics, Quasi ML, Redundant Moment Conditions, Weak Moment Conditions

6.

Testing for Unit Roots in Short Dynamic Panels with Serially Correlated and Heteroscedastic Disturbance Terms

U of London Queen Mary Economics Working Paper No. 459
Number of pages: 24 Posted: 24 Jun 2002
Hugo Kruiniger and Elias Tzavalis
Durham University and University of London - Queen Mary - Department of Economics
Downloads 87 (295,039)
Citation 11

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7.

Quasi ML Estimation of the Panel AR(1) Model with Additional Regressors

Number of pages: 38 Posted: 20 Nov 2015 Last Revised: 07 Jan 2019
Hugo Kruiniger
Durham University
Downloads 46 (409,139)
Citation 1

Abstract:

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control function, Generalized Method of Moments (GMM), predetermined regressors, Quasi Maximum Likelihood (QML), time-varying individual effects

8.
Downloads 40 (431,968)
Citation 3

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bias-correction, dynamic panel data, endogenous regressors, fixed effects, GMM, inflection point, Modified Maximum Likelihood, predetermined regressors, singular information matrix, weak moment conditions

9.
Downloads 20 (531,114)
Citation 1

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Dynamic Panel Data, Expected Hessian, Fixed Effects, Generalized Method of Moments (GMM), Inflection Point, Modified Maximum Likelihood, Quasi LM Test, Second-Order Identification, Singular Information Matrix, Weak Moment Conditions

10.

Uniform Quasi ML Based Inference for the Panel AR(1) Model

Number of pages: 43 Posted: 28 Aug 2018
Hugo Kruiniger
Durham University
Downloads 5 (625,831)

Abstract:

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asymptotic size, correlated effects, dynamic panel data, expected Hessian, fixed effects, GMM, heteroskedasticity, initial conditions, Lagrange multiplier test, local power, Quasi Maximum Likelihood (QML), robust inference, second-order identified, singular information matrix, weak identification