Keywords
MathematicsEstimatorMonte Carlo methodDelta methodStatisticsMoment (physics)Generalized method of momentsApplied mathematicsVariance (accounting)Sample (material)
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Publication Info
- Year
- 2004
- Type
- article
- Volume
- 126
- Issue
- 1
- Pages
- 25-51
- Citations
- 5548
- Access
- Closed
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Cite This
Frank Windmeijer
(2004).
A finite sample correction for the variance of linear efficient two-step GMM estimators.
Journal of Econometrics
, 126
(1)
, 25-51.
https://doi.org/10.1016/j.jeconom.2004.02.005
Identifiers
- DOI
- 10.1016/j.jeconom.2004.02.005