Pages that link to "Item:Q274929"
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The following pages link to GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929):
Displaying 4 items.
- Estimation of a panel data model with parametric temporal variation in individual effects (Q262760) (← links)
- A regularization approach to the many instruments problem (Q528055) (← links)
- Fourth order pseudo maximum likelihood methods (Q737907) (← links)
- GMM with more moment conditions than observations (Q1934747) (← links)
