A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312)
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scientific article; zbMATH DE number 6561160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A finite sample correction for the variance of linear efficient two-step GMM estimators |
scientific article; zbMATH DE number 6561160 |
Statements
126
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1
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25-51
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May 2005
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30 March 2016
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A finite sample correction for the variance of linear efficient two-step GMM estimators (English)
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generalized method of moments
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variance correction
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panel data
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