A doubly corrected robust variance estimator for linear GMM

DOI10.1016/j.jeconom.2020.09.010OpenAlexW3131582705MaRDI QIDQ98316

Seojeong Lee, Jungbin Hwang, Byunghoon Kang, Byunghoon Kang, Jungbin Hwang, Seojeong Lee

Publication date: August 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.07821

zbMATH Keywords

generalized method of momentspanel datamodel misspecificationvariance correction

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (1)

pdynmc

Cites Work

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