A finite sample correction for the variance of linear efficient two-step GMM estimators
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Publication:98312
DOI10.1016/j.jeconom.2004.02.005zbMath1334.62136OpenAlexW2988039629WikidataQ63353173 ScholiaQ63353173MaRDI QIDQ98312
Frank A. G. Windmeijer, Frank A. G. Windmeijer
Publication date: May 2005
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.02.005
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