The following pages link to Hugo Kruiniger (Q295406):
Displaying 8 items.
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- On the solution of the linear rational expectations model with multiple lags. (Q1605708) (← links)
- Corrigendum to ``Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model'' (Q2512532) (← links)
- AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)/UNIT ROOT MODEL FOR PANEL DATA (Q2886957) (← links)
- Estimation of dynamic panel data models with a lot of heterogeneity (Q5065202) (← links)
- Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors (Q5083283) (← links)
- GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA (Q5411520) (← links)
