A Finite Sample Correction for the Variance of Linear Two-Step GMM Estimators
Year of publication: |
2005
|
---|---|
Authors: | Windmeijer, Frank |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Kointegration | Cointegration | Momentenmethode | Method of moments |
Extent: | 1 Online-Ressource (23 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2000 erstellt |
Other identifiers: | 10.2139/ssrn.250448 [DOI] |
Classification: | C12 - Hypothesis Testing ; C23 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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