Corrected standard errors for optimal minimum distance estimator
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Cites work
- A finite sample correction for the variance of linear efficient two-step GMM estimators
- Another look at the instrumental variable estimation of error-components models
- Estimating Vector Autoregressions with Panel Data
- GMM Estimation with persistent panel data: an application to production functions
- GMM estimation of short dynamic panel data models with interactive fixed effects
- Identification problem of GMM estimators for short panel data models with interactive fixed effects
- Initial conditions and moment restrictions in dynamic panel data models
- Multivariate regression models for panel data
- Panel data models with multiple time-varying individual effects
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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