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 |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Kointegration | Cointegration | Momentenmethode | Method of moments |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Econometrics, Vol. 126, No. 1, pp. 25-51, May 2005 Volltext nicht verfügbar |
Classification: | C12 - Hypothesis Testing ; C23 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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