Work

The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1486048

Authors: Maurice J. G. Bun, Frank Windmeijer

Institutions: Tinbergen Institute, University of Amsterdam, Institute for Fiscal Studies, University of Bristol

Language: English

Topic: Spatial and Panel Data Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2160654158

Cites: 41

Cited by: 118

Related to: 10