GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
Howard E. Doran, Peter Schmidt
| Year of publication: |
2006
|
|---|---|
| Authors: | Doran, Howard E. ; Schmidt, Peter |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 133.2006, 1, p. 387-409
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| Subject: | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003354588