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  -