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
|
---|---|
Authors: | Doran, Howard E. ; Schmidt, Peter |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 133.2006, 1, p. 387
|
Saved in:
Saved in favorites
Similar items by person
-
Doran, Howard E., (2006)
-
Doran, Howard E., (2006)
-
Rambaldi, Alicia N., (2005)
- More ...