A doubly corrected robust variance estimator for linear GMM
Jungbin Hwang, Byunghoon Kang, Seojeong Lee
| Year of publication: |
2022
|
|---|---|
| Authors: | Hwang, Jungbin ; Kang, Byunghoon ; Lee, Seojeong |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 229.2022, 2, p. 276-298
|
| Subject: | Generalized method of moments | Model misspecification | Panel data | Variance correction | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Generalisiertes lineares Modell | Generalized linear model | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.09.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441882