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

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Econometric Reviews, Volume 24, Issue 1 March 2005 , pages 1 - 37

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

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