A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:51, 4 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
0 references
1
0 references
25-51
0 references
May 2005
0 references
30 March 2016
0 references
A finite sample correction for the variance of linear efficient two-step GMM estimators (English)
0 references
generalized method of moments
0 references
variance correction
0 references
panel data
0 references
