A finite sample correction for the variance of linear two-step GMM estimators
Frank Windmeijer
| Year of publication: |
2000
|
|---|---|
| Authors: | Windmeijer, Frank |
| Publisher: |
London : Inst. for Fiscal Studies |
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Kointegration | Cointegration | Momentenmethode | Method of moments |
| Extent: | 19 S |
|---|---|
| Series: | IFS working paper series. - London : IFS, ZDB-ID 743636-1. - Vol. 00/19 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 18 - 19 |
| Classification: | C12 - Hypothesis Testing ; C23 - Models with Panel Data |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001537510