The weak instrument problem of the system GMM estimator in dynamic panel data models
| Autor: | Bun, Maurice J. G., Windmeijer, Frank |
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| Zdroj: | The Econometrics Journal, 2010 Jan 01. 13(1), 95-126. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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| Autor: | Bun, Maurice J. G., Windmeijer, Frank |
|---|---|
| Zdroj: | The Econometrics Journal, 2010 Jan 01. 13(1), 95-126. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|