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Hugo Kruiniger

Durham University (from arXiv:2508.20753, 2025) · OpenAlex

12 papers in scope · 7 published · 6 on the econ.EM arXiv · 160 citations · h-index 5 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Yoshitsugu Kitazawa
  2. Bo E. Honoré
  3. Chris Muris
  4. Martin Weidner
  5. Kyoo il Kim
  6. Christopher Dobronyi
  7. Jiaying Gu
  8. Kevin Dano
  9. Víctor Aguirregabiria
  10. Jesús M. Carro
  11. Andrew Chesher
  12. Yuanqi Zhang
  13. Stéphane Bonhomme
  14. Martin Mugnier
  15. Adam Rosen
  16. Iván Fernández-Val
  17. Brice Romuald Gueyap Kounga
  18. Amrei Stammann
  19. Irene Botosaru
  20. Laurent Davezies

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(5 of 12)

Uniform Quasi ML based inference for the panel AR(1) model
working paper2025 · arXiv · 2 citations · first circulated 2018
Paper profile arXiv arXiv:2508.20855
Large sample properties of GMM estimators under second-order identification
working paper2023 · arXiv
Paper profile arXiv arXiv:2307.13475
Estimation of dynamic panel data models with a lot of heterogeneity
published2021 · Econometric Reviews · 1 citations
Econometric Reviews
Root-n-consistent Conditional ML estimation of dynamic panel logit models with fixed effects
working paper2021 · arXiv
Paper profile arXiv arXiv:2103.04973
Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors
published2020 · Econometrics Journal · 2 citations
Econometrics Journal
Further results on the estimation of dynamic panel logit models with fixed effects
working paper2020 · arXiv · 3 citations
Paper profile arXiv arXiv:2010.03382
A Further Look at Modified ML Estimation of the Panel AR(1) Model with Fixed Effects and Arbitrary Initial Conditions. (Newer Version)
working paper2014 · arXiv · 7 citations
Paper profile arXiv arXiv:2508.20753
Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
published2012 · Journal of Econometrics · 37 citations · first circulated 2006
Journal of Econometrics
GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA
published2009 · Econometric Theory · 49 citations · first circulated 2000
Econometric Theory
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model” [J. Econom. 144 (2008) 447–464
published2008 · Journal of Econometrics · 51 citations
Journal of Econometrics
AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)/UNIT ROOT MODEL FOR PANEL DATA
published2007 · Econometric Theory · 8 citations
Econometric Theory
On the solution of the linear rational expectations model with multiple lags
published2000 · Journal of Economic Dynamics and Control
Journal of Economic Dynamics and Control

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.