GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model

DOI10.1016/j.jeconom.2004.11.004zbMath1345.62042OpenAlexW2050332161MaRDI QIDQ274929

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Publication date: 25 April 2016

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.11.004

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