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Conditional moment estimation of nonlinear equation systems : with an application to an oligopoly model of cooperative R & D
Inkmann, Joachim, (2001)
Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut, (1999)
Behavioral heterogeneity and the income effect
Calvet, Laurent E., (2000)
Small sample bias properties of the system GMM estimator in dynamic panel data models
Hayakawa, Kazuhiko, (2005)
On the effect of mean-nonstationarity in dynamic panel data models
Hayakawa, Kazuhiko, (2009)
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : some additional results
Hayakawa, Kazuhiko, (2010)