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RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS
Authors:
Stephen Bond a;
Frank Windmeijer b
| Affiliations: | a Nuffield College, Oxford, and Institute for Fiscal Studies, London, UK |
| b Centre for Microdata Methods and Practice, Institute for Fiscal Studies, London, UK |
DOI:
10.1081/ETC-200049126
Publication Frequency:
6 issues per year
Formats available:
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(English)
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(English)
