Improved instrumental variables and generalized method of moments estimators

Journal of Econometrics

Volumn 91, Issue 1, 1999, Pages 145-169

  Qian, Hailong ^a   Schmidt, Peter ^b  

^a VICTORIA UNIVERSITY OF WELLINGTON   (New Zealand)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

GMM; Improved GMM estimators; Improved IV estimators; IV; Moment conditions

Indexed keywords

EID: 0141504011     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(98)00074-8     Document Type: Article

References (18)

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