GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model

GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model

Doran, Howard E., (2006)

GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model

Doran, Howard E., (2006)

Constructing internationally comparable real income aggregates by combining sparse benchmark data with annual national accounts data: A state-space approach

Rambaldi, Alicia N., (2005)