GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model |
scientific article |
Statements
GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (English)
0 references
25 April 2016
0 references
GMM
0 references
generalized method of moments
0 references
principal components
0 references
dynamic panel data model
0 references
0 references
0 references
0 references
0 references
