Efficiency gains of system GMM and MDE over individual equation estimation

Japanese Economic Review

Volumn 55, Issue 4, 2004, Pages 451-459

  Lee, Myoung Jae ^a  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMETRICS; EQUATION; ESTIMATION METHOD;

EID: 11244253850     PISSN: 13524739     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1468-5876.2004.00312.x     Document Type: Article

References (13)

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10. Newey, W. and D. McFadden (1994) "Large Sample Estimation and Hypothesis Testing", in R. F. Engle and D. L. McFadden (eds.), Handbook of Econometrics, Vol. 4, Amsterdam: North Holland, pp. 2111-2245.
11. Schmidt, P. (1976) Econometrics, New York: Marcel-Dekker.
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