A finite sample correction for the variance of linear efficient two-step GMM estimators

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Translated title of the contribution	A finite sample correction for the variance of linear efficient two-step GMM estimators
Original language	English
Pages (from-to)	25 - 51
Number of pages	27
Journal	Journal of Econometrics
Volume	126 (1)
DOIs	https://doi.org/10.1016/j.jeconom.2004.02.005
Publication status	Published - May 2005

Publisher: Elsevier

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title = "A finite sample correction for the variance of linear efficient two-step GMM estimators",

author = "F Windmeijer",

note = "Publisher: Elsevier",

year = "2005",

month = may,

doi = "10.1016/j.jeconom.2004.02.005",

language = "English",

volume = "126 (1)",

pages = "25 -- 51",

journal = "Journal of Econometrics",

issn = "1872-6895",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - A finite sample correction for the variance of linear efficient two-step GMM estimators

AU - Windmeijer, F

N1 - Publisher: Elsevier

PY - 2005/5

Y1 - 2005/5

U2 - 10.1016/j.jeconom.2004.02.005

DO - 10.1016/j.jeconom.2004.02.005

M3 - Article (Academic Journal)

SN - 1872-6895

VL - 126 (1)

SP - 25

EP - 51

JO - Journal of Econometrics

JF - Journal of Econometrics

ER -