The weak instrument problem of the system GMM estimator in dynamic panel data models (2010)
Attributed to:
The Centre for Microdata Methods and Practice (CEMMAP)
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1111/j.1368-423x.2009.00299.x
Publication URI: http://dx.doi.org/10.1111/j.1368-423x.2009.00299.x
Type: Journal Article/Review
Parent Publication: The Econometrics Journal
Issue: 1