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Practical aspects of using quadratic moment conditions in linear dynamic panel data models. (2019). Schnurbus, Joachim ; Yu, Andrew Adrian ; Fritsch, Markus.
In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe.
RePEc:zbw:upadbr:b3819.

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  12. Gorgens, T, C Han, and S Xue (2016a). Asymptotic distributions of the quadratic GMM estimator in linear dynamic panel data models. ANU Working Papers in Economics and Econometrics 2016-635. Australian National University, College of Business and Economics, School of Economics.

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  17. Kripfganz, S (2018). XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models. Version 1.1.1. url: http:// EconPapers.repec.org/RePEc:boc:bocode:s458395.

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  19. Pua, A, M Fritsch, and J Schnurbus (2019). Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions. University of Passau Working Papers in Business Administration B-37-19.

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