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2 hits:
Working Paper

Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models

Jan Frederik Kiviet, Milan Pleus, Rutger Poldermans
CESifo, Munich, 2015
CESifo Working Paper No. 5189

Working Paper

Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity

Jan Frederik Kiviet, Qu Feng
CESifo, Munich, 2014
CESifo Working Paper No. 5088