TY  - JOUR
TI  - Large Sample Properties of Generalized Method of Moments Estimators
AU  - Lars Peter Hansen
JO  - Econometrica
PY  - 1982
VL  - 50
IS  - 4
DO  - 10.2307/1912775
UR  - https://doi.org/10.2307/1912775
ER  -


TY  - JOUR
TI  - How to do Xtabond2: An Introduction to Difference and System GMM in Stata
AU  - David Malin Roodman
JO  - The Stata Journal Promoting communications on statistics and Stata
PY  - 2009
VL  - 9
IS  - 1
DO  - 10.1177/1536867x0900900106
UR  - https://doi.org/10.1177/1536867x0900900106
ER  -


TY  - JOUR
TI  - A finite sample correction for the variance of linear efficient two-step GMM estimators
AU  - Frank A. G. Windmeijer
JO  - Journal of Econometrics
PY  - 2004
VL  - 126
IS  - 1
DO  - 10.1016/j.jeconom.2004.02.005
UR  - https://doi.org/10.1016/j.jeconom.2004.02.005
ER  -


TY  - JOUR
TI  - Empirical likelihood ratio confidence intervals for a single functional
AU  - Art B. Owen
JO  - Biometrika
PY  - 1988
VL  - 75
IS  - 2
DO  - 10.1093/biomet/75.2.237
UR  - https://doi.org/10.1093/biomet/75.2.237
ER  -


TY  - JOUR
TI  - Empirical Likelihood and General Estimating Equations
AU  - Qin Jin
AU  - Jerry F. Lawless
JO  - The Annals of Statistics
PY  - 1994
VL  - 22
IS  - 1
DO  - 10.1214/aos/1176325370
UR  - https://doi.org/10.1214/aos/1176325370
ER  -


TY  - JOUR
TI  - Empirical Likelihood Ratio Confidence Regions
AU  - Art B. Owen
JO  - The Annals of Statistics
PY  - 1990
VL  - 18
IS  - 1
DO  - 10.1214/aos/1176347494
UR  - https://doi.org/10.1214/aos/1176347494
ER  -


TY  - JOUR
TI  - Finite-Sample Properties of Some Alternative GMM Estimators
AU  - Lars Peter Hansen
AU  - J.B. Heaton
AU  - Amir Yaron
JO  - Journal of Business and Economic Statistics
PY  - 1996
VL  - 14
IS  - 3
DO  - 10.1080/07350015.1996.10524656
UR  - https://doi.org/10.1080/07350015.1996.10524656
ER  -