The DOI matches its Crossref record; 4 of the 4 references it cites were found in a registry or an index.
A finite sample correction for the variance of linear efficient two-step GMM estimators
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Citations
Cites
Initial conditions and moment restrictions in dynamic panel data models
Blundell, R., & Bond, S. (1998) · Journal of Econometrics · doi:10.1016/s0304-4076(98)00009-8 · Cited by 22,571
Another look at the instrumental variable estimation of error-components models
Arellano, M., & Bover, O. (1995) · Journal of Econometrics · doi:10.1016/0304-4076(94)01642-d · Cited by 19,880
Instrumental Variables Regression with Weak Instruments
Staiger, D., & Stock, J. (1994) · doi:10.3386/t0151 · Cited by 5,302
Bound, J., Jaeger, D. A., & Baker, R. M. (1995) · Journal of the American Statistical Association · doi:10.2307/2291055 · Cited by 1,018
Cited by
How to do Xtabond2: An Introduction to Difference and System GMM in Stata
Roodman, D. (2009) · The Stata Journal: Promoting communications on statistics and Stata · doi:10.1177/1536867x0900900106 · Cited by 9,848
Panel Data Econometrics in R : The plm Package
Croissant, Y., & Millo, G. (2008) · Journal of Statistical Software · doi:10.18637/jss.v027.i02 · Cited by 1,243
Arcand, J. L., Berkes, E., & Panizza, U. (2015) · Journal of Economic Growth · doi:10.1007/s10887-015-9115-2 · Cited by 1,136
Do financing constraints matter for R&D?
Brown, J. R., Martinsson, G., & Petersen, B. C. (2012) · European Economic Review · doi:10.1016/j.euroecorev.2012.07.007 · Cited by 811
Women on board: Does boardroom gender diversity affect firm risk?
Sila, V., Gonzalez, A., & Hagendorff, J. (2016) · Journal of Corporate Finance · doi:10.1016/j.jcorpfin.2015.10.003 · Cited by 804
Metadata
- Authors
- Windmeijer, F.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 2005-05
- Volume
- 126
- Issue
- 1
- Pages
- 25-51
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2988039629
- Cited by
- 5,942
- References
- 4
- FWCI
- 114.58
- Type
- journal article
- Language
- en
- Open access
- closed
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- The paper
- Windmeijer, F. (2005). A finite sample correction for the variance of linear efficient two-step GMM estimators. Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2004.02.005
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
