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EstimatorStatisticsMathematicsSample (material)Variance (accounting)EconometricsApplied mathematicsEconomicsChemistryChromatographyAccounting
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Publication Info
- Year
- 2000
- Type
- article
- Citations
- 482
- Access
- Closed
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Cite This
Frank Windmeijer
(2000).
A Finite Sample Correction for the Variance of Linear Two-Step GMM Estimators.
SSRN Electronic Journal
.
https://doi.org/10.2139/ssrn.250448
Identifiers
- DOI
- 10.2139/ssrn.250448