A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312): Difference between revisions
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Created claim: Wikidata QID (P12): Q63353173, #quickstatements; #temporary_batch_1710979808849 |
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30 March 2016
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| Property / publication date: 30 March 2016 / rank | |||||||||||||||
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| Property / author: Frank A. G. Windmeijer / rank | |||||||||||||||
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A finite sample correction for the variance of linear efficient two-step GMM estimators (English) | |||||||||||||||
| Property / title: A finite sample correction for the variance of linear efficient two-step GMM estimators (English) / rank | |||||||||||||||
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| Property / zbMATH Open document ID: 1334.62136 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62J10 / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID: 62F10 / rank | |||||||||||||||
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| Property / zbMATH DE Number: 6561160 / rank | |||||||||||||||
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| Property / zbMATH Keywords | |||||||||||||||
generalized method of moments | |||||||||||||||
| Property / zbMATH Keywords: generalized method of moments / rank | |||||||||||||||
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variance correction | |||||||||||||||
| Property / zbMATH Keywords: variance correction / rank | |||||||||||||||
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panel data | |||||||||||||||
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| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2004.02.005 / rank | |||||||||||||||
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| Property / OpenAlex ID: W2988039629 / rank | |||||||||||||||
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| Property / Wikidata QID: Q63353173 / rank | |||||||||||||||
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Latest revision as of 02:10, 21 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A finite sample correction for the variance of linear efficient two-step GMM estimators |
scientific article |
Statements
126
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1
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25-51
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May 2005
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30 March 2016
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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
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panel data
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