GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
| Year of publication: |
2006
|
|---|---|
| Authors: | Doran, Howard E. ; Schmidt, Peter |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 133.2006, 1, p. 387-409
|
| Publisher: |
Elsevier |