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  - Initial conditions and moment restrictions in dynamic panel data models
AU  - Richard Blundell
AU  - Stephen Bond
JO  - Journal of Econometrics
PY  - 1998
VL  - 87
IS  - 1
DO  - 10.1016/S0304-4076(98)00009-8
UR  - https://doi.org/10.1016/S0304-4076(98)00009-8
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  - A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments
AU  - James H. Stock
AU  - Jonathan H. Wright
AU  - Motohiro Yogo
JO  - Journal of Business and Economic Statistics
PY  - 2002
VL  - 20
IS  - 4
DO  - 10.1198/073500102288618658
UR  - https://doi.org/10.1198/073500102288618658
ER  -


TY  - JOUR
TI  - Instrumental Variables and GMM: Estimation and Testing
AU  - Christopher F. Baum
AU  - Mark E. Schaffer
AU  - Steven Stillman
JO  - The Stata Journal Promoting communications on statistics and Stata
PY  - 2003
VL  - 3
IS  - 1
DO  - 10.1177/1536867x0300300101
UR  - https://doi.org/10.1177/1536867x0300300101
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  - GMM Estimation with persistent panel data: an application to production functions
AU  - Richard W. Blundell
AU  - Stephen R. Bond
JO  - Econometric Reviews
PY  - 2000
VL  - 19
IS  - 3
DO  - 10.1080/07474930008800475
UR  - https://doi.org/10.1080/07474930008800475
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  - Enhanced Routines for Instrumental Variables/Generalized Method of Moments Estimation and Testing
AU  - Christopher F. Baum
AU  - Mark E. Schaffer
AU  - Steven Stillman
JO  - The Stata Journal Promoting communications on statistics and Stata
PY  - 2007
VL  - 7
IS  - 4
DO  - 10.1177/1536867x0800700402
UR  - https://doi.org/10.1177/1536867x0800700402
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  -