An alternative two-step generalized method of moments estimator based on a reduced form model (Q777714)
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scientific article; zbMATH DE number 7218478
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An alternative two-step generalized method of moments estimator based on a reduced form model |
scientific article; zbMATH DE number 7218478 |
Statements
An alternative two-step generalized method of moments estimator based on a reduced form model (English)
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7 July 2020
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generalized method of moments (GMM)
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reduced form
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continuous updating
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higher-order asymptotic bias
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dynamic panel data model
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minimum distance
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