A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312): Difference between revisions

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-.1016/j.jeconom.2004.02.005
@@ Property / DOI: 10.1016/j.jeconom.2004.02.005 / rank @@
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+March 2016Timestamp +2016-03-30T00:00:00Z
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@@ Property / publication date: 30 March 2016 / rank @@
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@@ Property / author @@
+Frank A. G. Windmeijer
@@ Property / author: Frank A. G. Windmeijer / rank @@
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@@ Property / title @@
+A finite sample correction for the variance of linear efficient two-step GMM estimators (English)
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+generalized method of moments
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+variance correction
@@ Property / zbMATH Keywords: variance correction / rank @@
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+panel data
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@@ Property / cites work @@
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+Information Theoretic Approaches to Inference in Moment Condition Models
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@@ Property / cites work @@
+Q4039873
@@ Property / cites work: Q4039873 / rank @@
+Normal rank
@@ Property / cites work @@
+Econometric Issues in the Analysis of Regressions with Generated Regressors
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@@ Property / cites work @@
+Instrumental Variables Regression with Weak Instruments
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@@ Property / DOI @@
+.1016/J.JECONOM.2004.02.005
@@ Property / DOI: 10.1016/J.JECONOM.2004.02.005 / rank @@
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+Publication:98312