A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / author | |||
Property / author: Frank A. G. Windmeijer / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62J10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62F10 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6561160 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
generalized method of moments | |||
Property / zbMATH Keywords: generalized method of moments / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
variance correction | |||
Property / zbMATH Keywords: variance correction / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
panel data | |||
Property / zbMATH Keywords: panel data / rank | |||
Normal rank |
Revision as of 13:48, 27 June 2023
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