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Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models

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  • Andrews, Donald W. K.
  • Lu, Biao

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  • Andrews, Donald W. K. & Lu, Biao, 2001. "Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models," Journal of Econometrics, Elsevier, vol. 101(1), pages 123-164, March.
    • Handle: RePEc:eee:econom:v:101:y:2001:i:1:p:123-164
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