The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models

M.J.G Bun, F Windmeijer

Research output: Contribution to journalArticle (Academic Journal)peer-review

179 Citations (Scopus)
Translated title of the contributionThe Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
Original languageEnglish
Pages (from-to)95 - 126
Number of pages32
JournalEconometrics Journal
Volume13
Issue number1
DOIs
Publication statusPublished - Feb 2010

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