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~isPartOf:"Journal of econometrics"
~person:"Windmeijer, Frank"
~subject:"Momentenmethode"
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Windmeijer, Frank
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A finite sample correction for the variance of linear efficient two-step GMM estimators
Windmeijer, Frank
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10002538627
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A weak instrument F-test in linear IV models with multiple endogenous variables
Sanderson, Eleanor
;
Windmeijer, Frank
- In:
Journal of econometrics
190
(
2016
)
2
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pp. 212-221
Persistent link: https://www.econbiz.de/10011592173
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