Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Donald W. K. AndrewsCowles Foundation for Research in Economics, Yale University, Box 208281, New Haven 06520-8281, USABiao LuDepartment of Finance, School of Business Administration, University of Michigan Ann Arbor, MI 48109, USA
2001en
ABI
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Cited by 50 references