The weak instrument problem of the system GMM estimator in dynamic panel data models

Econometrics Journal

Volumn 13, Issue 1, 2010, Pages 95-126

  Bun, Maurice J G ^a   Windmeijer, Frank ^b,c  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b UNIVERSITY OF BRISTOL   (United Kingdom)

^c INSTITUTE FOR FISCAL STUDIES   (United Kingdom)

Author keywords

Dynamic panel data; System GMM; Weak instruments

Indexed keywords

EID: 76949109186     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2009.00299.x     Document Type: Article

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