A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312): Difference between revisions
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| Property / author: Frank A. G. Windmeijer / rank | |||
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| Property / Mathematics Subject Classification ID: 62J10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F10 / rank | |||
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| Property / zbMATH DE Number: 6561160 / rank | |||
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generalized method of moments | |||
| Property / zbMATH Keywords: generalized method of moments / rank | |||
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variance correction | |||
| Property / zbMATH Keywords: variance correction / rank | |||
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panel data | |||
| Property / zbMATH Keywords: panel data / rank | |||
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Revision as of 14:48, 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 |
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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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