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

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Revision as of 16:18, 11 July 2024

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A finite sample correction for the variance of linear efficient two-step GMM estimators
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    Statements

    126
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    1
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    25-51
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    May 2005
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    30 March 2016
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    A finite sample correction for the variance of linear efficient two-step GMM estimators (English)
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    generalized method of moments
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    variance correction
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    panel data
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