GMM with more moment conditions than observations

Economics Letters

Volumn 99, Issue 2, 2008, Pages 252-255

  Satchachai, Panutat ^a   Schmidt, Peter ^a  

^a MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Generalized inverse; Generalized method of moments; GMM

Indexed keywords

EID: 42649110412     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2007.06.036     Document Type: Article

References (2)

1. Doran H., and Schmidt P. GMM estimators with improved finite sample properties using principal components of the weighting matrix with application to the dynamic panel data model. Journal of Econometrics 133 (2006) 387-409
2. Han C., Orea L., and Schmidt P. Estimation of a panel data model with parametric temporal variation in individual effects. Journal of Econometrics 126 (2005) 241-267