GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929)
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scientific article; zbMATH DE number 6573065
| 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; zbMATH DE number 6573065 |
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GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (English)
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25 April 2016
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GMM
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generalized method of moments
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principal components
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dynamic panel data model
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