THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE

Autor:	Hayakawa, Kazuhiko
Zdroj:	Econometric Theory, 2015 Jun 01. 31(3), 647-667.
Databáze:	JSTOR Journals
Externí odkaz:	http://www.jstor.org/stable/24537633 Zobrazit plný text záznamu