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"Factor-GMM estimation with large sets of possibly weak instruments."

George Kapetanios, Massimiliano Marcellino (2010)

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DOI: 10.1016/J.CSDA.2010.04.008

access: closed

type: Journal Article

metadata version: 2022-10-02

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George Kapetanios, Massimiliano Marcellino:
Factor-GMM estimation with large sets of possibly weak instruments. Comput. Stat. Data Anal. 54(11): 2655-2675 (2010)

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