A finite sample correction for the variance of linear efficient two-step GMM estimators
A finite sample correction for the variance of linear efficient two-step GMM estimators is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Frank Windmeijer; Journal / source: Journal of Econometrics; Year: 2004.
| Authors | Frank Windmeijer |
|---|---|
| Journal / source | Journal of Econometrics |
| Year | 2004 |
| Field | Spatial and Panel Data Analysis |
| Times cited | 5780 |
| Type | article |
| DOI / link | https://doi.org/10.1016/j.jeconom.2004.02.005 |