Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
| Year of publication: |
2001
|
|---|---|
| Authors: | Andrews, Donald W. K. ; Lu, Biao |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 101.2001, 1, p. 123-164
|
| Publisher: |
Elsevier |