An alternative two-step generalized method of moments estimator based on a reduced form model
type: Item
instance of: scholarly article
title: An alternative two-step generalized method of moments estimator based on a reduced form model
zbMATH Open document ID: 1443.62042
author: Doosoo Kim
published in: Economics Letters
publication date: 2020-07-07T00:00:00Z
Mathematics Subject Classification ID: 62D20
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 7218478
zbMATH Keywords: generalized method of moments (GMM)
zbMATH Keywords: reduced form
zbMATH Keywords: continuous updating
zbMATH Keywords: higher-order asymptotic bias
zbMATH Keywords: dynamic panel data model
zbMATH Keywords: minimum distance
MaRDI profile type: Publication
full work available at URL: j.econlet.2020.109184
OpenAlex ID: W3021266456
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DOI: 10.1016/J.ECONLET.2020.109184
description: scientific article; zbMATH DE number 7218478