A finite sample correction for the variance of linear two-step GMM estimators
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KeywordsGeneral method of moments; variance correction; panel data;
All these keywords.
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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