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Sequential moment restrictions in panel data
Chamberlain, Gary - 1991
Persistent link: https://www.econbiz.de/10000826162
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Outlier robust GMM estimation of leverage determinants
Lucas, André; Dijk, Ronald van; Kloek, Teun - 1994
Persistent link: https://www.econbiz.de/10000151692
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GMM estimation with persistent panel data : an application to production functions
Blundell, Richard W.; Bond, Stephen - 1999
Persistent link: https://www.econbiz.de/10000683970
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The GMM parameter normalization puzzle
Fleischman, Charles A. - 1997
Persistent link: https://www.econbiz.de/10000642387
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On the existence of moments : with an application to German stock returns
Runde, Ralf; Scheffner, Axel - 1998
Persistent link: https://www.econbiz.de/10000672982
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Generalized method of moments (GMM) with some nonstationary variables
Kim, Chae-yŏng - 1995
Persistent link: https://www.econbiz.de/10000952796
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An examination of the dynamic behavior of local governments using GMM bootstrapping methods
Dahlberg, Matz; Johansson, Eva - 1997
Persistent link: https://www.econbiz.de/10000962921
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A note on GMM estimation of probit models with endogenous regressors
Wilde, Joachim - In: Statistical papers 49 (2008) 3, pp. 471-484
Persistent link: https://www.econbiz.de/10003715361
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Testing distributional inequalities and asymptotic bias
Song, Kyungchul (contributor) - 2008
Persistent link: https://www.econbiz.de/10003716905
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The capital structure choice and financial market librelization : a panel data analysis and GMM estimation in Jordan
Maghyereh, Aktham I. - In: Applied econometrics and international development 4 (2004) 2, pp. 69-90
Persistent link: https://www.econbiz.de/10003718983