GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
H. Doran, and P. Schmidt. Journal of Econometrics, 133 (1):
387--409(July 2006)
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%0 Journal Article
%1 Doran2006
%A Doran, Howard E.
%A Schmidt, Peter
%D 2006
%J Journal of Econometrics
%K Dynamic data model panel
%N 1
%P 387--409
%T GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
%U http://www.sciencedirect.com/science/article/B6VC0-4G4XC2T-1/2/a2aa890ea4284ec7e40b520778ada3e8
%V 133
@article{Doran2006,
added-at = {2008-04-21T22:02:42.000+0200},
author = {Doran, Howard E. and Schmidt, Peter},
biburl = {https://www.bibsonomy.org/bibtex/21d1e535516f5782c95f05d978b2b085e/smicha},
description = {Journal of Econometrics},
interhash = {ce0a33dda1ab0c2bd24258bcbe99468d},
intrahash = {1d1e535516f5782c95f05d978b2b085e},
journal = {Journal of Econometrics},
keywords = {Dynamic data model panel},
month = Jul,
number = 1,
pages = {387--409},
timestamp = {2008-04-21T22:03:46.000+0200},
title = {GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model},
url = {http://www.sciencedirect.com/science/article/B6VC0-4G4XC2T-1/2/a2aa890ea4284ec7e40b520778ada3e8},
volume = 133,
year = 2006
}