A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Created claim: Wikidata QID (P12): Q63353173, #quickstatements; #temporary_batch_1710979808849 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q63353173 / rank | |||
Normal rank | |||
Revision as of 01:10, 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
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
