GMM with more moment conditions than observations
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References listed on IDEAS
- Doran, Howard E. & Schmidt, Peter, 2006. "GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model," Journal of Econometrics, Elsevier, vol. 133(1), pages 387-409, July.
- Han, Chirok & Orea, Luis & Schmidt, Peter, 2005.
"Estimation of a panel data model with parametric temporal variation in individual effects,"
Journal of Econometrics,
Elsevier, vol. 126(2), pages 241-267, June.
- Han, Chirok & Orea, Luis & Schmidt, Peter, 2002. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Efficiency Series Papers 2002/05, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG).
- Peter Schmidt & Chirok Han & Luis Orea, 2004. "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Econometric Society 2004 Far Eastern Meetings 519, Econometric Society.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ahn, Seung C. & Lee, Young H. & Schmidt, Peter, 2013.
"Panel data models with multiple time-varying individual effects,"
Journal of Econometrics,
Elsevier, vol. 174(1), pages 1-14.
- Seung C. Ahn & Young H. Lee & Peter Schmidt, 2007. "Panel Data Models with Multiple Time-Varying Individual Effects," Working Papers 0702, University of Crete, Department of Economics.
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