An alternative two-step generalized method of moments estimator based on a reduced form model
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference15 articles.
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5. Finite-sample properties of some alternative GMM estimators;Hansen;J. Bus. Econ. Stat.,1996
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1. Robust estimation of panel data regression models and applications;Communications in Statistics - Theory and Methods;2022-03-25
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