An alternative two-step generalized method of moments estimator based on a reduced form model (Q777714): Difference between revisions

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Latest revision as of 01:14, 23 July 2024

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An alternative two-step generalized method of moments estimator based on a reduced form model
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    An alternative two-step generalized method of moments estimator based on a reduced form model (English)
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    7 July 2020
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    generalized method of moments (GMM)
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    reduced form
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    continuous updating
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    higher-order asymptotic bias
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    dynamic panel data model
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    minimum distance
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