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Criterion-based inference for GMM in autoregressive panel data models

Stephen Bond and Clive Bowsher and Frank Windmeijer Economics Letters 73 379--388 (2001)
to Panel data by smicha on 2008-04-21 22:09:52
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A finite sample correction for the variance of linear efficient two-step GMM estimators

Frank Windmeijer Journal of Econometrics 126 25--51 (2005)
to Panel data by smicha on 2008-04-21 22:02:42
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