@article{econhot_econhot-cited-f199fa6b69c68286, title = {A finite sample correction for the variance of linear efficient two-step GMM estimators}, author = {Frank A. G. Windmeijer}, journal = {Journal of Econometrics}, year = {2004}, volume = {126}, number = {1}, pages = {25-51}, doi = {10.1016/j.jeconom.2004.02.005}, url = {https://doi.org/10.1016/j.jeconom.2004.02.005} }