A finite sample correction for the variance of linear efficient two-step GMM estimators
| Year of publication: |
2005
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|---|---|
| Authors: | Windmeijer, Frank |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 126.2005, 1, p. 25-52
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