A finite sample correction for the variance of linear efficient two-step GMM estimators
Year of publication: |
2005
|
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Authors: | Windmeijer, Frank |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 126.2005, 1, p. 25-51
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Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Kointegration | Cointegration | Momentenmethode | Method of moments |
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