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

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+Frank A. G. Windmeijer
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+generalized method of moments
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+variance correction
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+panel data
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+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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+Another look at the instrumental variable estimation of error-components models
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@@ Property / cites work @@
+Initial conditions and moment restrictions in dynamic panel data models
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+GMM Estimation with persistent panel data: an application to production functions
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+Q2740899
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+On testing overidentifying restrictions in dynamic panel data models
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@@ Property / cites work @@
+Long difference instrumental variables estimation for dynamic panel models with fixed effects
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@@ Property / cites work @@
+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
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@@ Property / cites work @@
+Information Theoretic Approaches to Inference in Moment Condition Models
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@@ Property / cites work @@
+GMM inference when the number of moment conditions in large
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@@ Property / cites work @@
+Q4039873
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+Econometric Issues in the Analysis of Regressions with Generated Regressors
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+Instrumental Variables Regression with Weak Instruments
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+Publication:98312