GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
Year of publication: |
2006
|
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Authors: | Doran, Howard E. ; Schmidt, Peter |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 133.2006, 1, p. 387-409
|
Subject: | Momentenmethode | Method of moments |
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