The weak instrument problem of the system GMM estimator in dynamic panel data models (2010)

First Author: Bun M
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