Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Year of publication: |
2001
|
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Authors: | Andrews, Donald W. K. ; Lu, Biao |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 101.2001, 1, p. 123-164
|
Subject: | Modellierung | Scientific modelling | Statistischer Test | Statistical test | Panel | Panel study | Theorie | Theory | Momentenmethode | Method of moments |
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