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
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6573065
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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; zbMATH DE number 6573065 |
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
0.8419311046600342
0 references
0.8128325939178467
0 references
0.7952455878257751
0 references
0.7931111454963684
0 references
0.7923203706741333
0 references
