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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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Moment conditions for fixed effects count data models with endogenous regressors
Windmeijer, Frank - In: Economics letters 68 (2000) 1, pp. 21-24
Persistent link: https://www.econbiz.de/10001481918
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Expend, a Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data
Windmeijer, Frank (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001748235
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Testing over- and underidentification in linear models, with applications to dynamic panel data and asset-pricing models
Windmeijer, Frank - 2018
Persistent link: https://www.econbiz.de/10011943476
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Two-stage least squares as minimum distance
Windmeijer, Frank - In: The econometrics journal 22 (2019) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10012166646
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Two-stage least squares as minimum distance
Windmeijer, Frank - 2017
Persistent link: https://www.econbiz.de/10011752538
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Weak instruments, first-stage heteroskedasticity and the robust F-test
Windmeijer, Frank - 2019
Persistent link: https://www.econbiz.de/10011979323
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GMM for panel data count models
Windmeijer, Frank - In: The econometrics of panel data : fundamentals and …, (pp. 603 - 624). 2008
Persistent link: https://www.econbiz.de/10014559902
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Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
Windmeijer, Frank - In: Journal of econometrics 240 (2024) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10015075096
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A finite sample correction for the variance of linear two-step GMM estimators
Windmeijer, Frank - 2000
Persistent link: https://www.econbiz.de/10001537510