Dr Hugo Kruiniger's Outputs (3)

Large sample properties of GMM estimators under second-order identification (2023)
Preprint / Working Paper
Kruiniger, H. (2022). Large sample properties of GMM estimators under second-order identification

Dovonon and Hall (Journal of Econometrics, 2018) proposed a limiting distribution theory for GMM estimators for a p - dimensional globally identified parameter vector {\phi} when local identification conditions fail at first-order but hold at second-... Read More about Large sample properties of GMM estimators under second-order identification.

Further results on the estimation of dynamic panel logit models with fixed effects (2023)
Preprint / Working Paper
Kruiniger, H. (2020). Further results on the estimation of dynamic panel logit models with fixed effects

Kitazawa (2013, 2016) showed that the common parameters in the panel logit AR(1) model with strictly exogenous covariates and fixed effects are estimable at the root-n rate using the Generalized Method of Moments. Honoré and Weidner (2020) extended h... Read More about Further results on the estimation of dynamic panel logit models with fixed effects.

A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions (2018)
Preprint / Working Paper
Kruiniger, H. (2018). A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions

In this paper we consider two kinds of generalizations of Lancaster's (Review of Economic Studies, 2002) Modified ML estimator (MMLE) for the panel AR(1) model with fixed effects and arbitrary initial conditions and possibly covariates when the time... Read More about A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.