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  -