A finite sample correction for the variance of linear efficient two-step GMM estimators
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Cites work
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- GMM inference when the number of moment conditions in large
- scientific article; zbMATH DE number 192992 (Why is no real title available?)
- Information Theoretic Approaches to Inference in Moment Condition Models
- Initial conditions and moment restrictions in dynamic panel data models
- Instrumental Variables Regression with Weak Instruments
- Large Sample Properties of Generalized Method of Moments Estimators
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- Nonstationary panels, panel cointegration, and dynamic panels
- On testing overidentifying restrictions in dynamic panel data models
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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