Factor-GMM estimation with large sets of possibly weak instruments :: G. Kapetanios :: Centre for Economic Policy Research 2010 :: OBNB, the Open British National Bibliography

Publication Data

Title Factor-GMM estimation with large sets of possibly weak instruments
Author G. Kapetanios
Contributors Massimiliano Marcellino, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2010
Publication location London
Language English

Descriptive Notes

"International macroeconomics"--Cover.

Topics

Factor analysis
Instrumental variables (Statistics)
Moments method (Statistics)

Catalogue Data

OBNB ID GBB123961
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.015195

ISBD

P1053 36 p.
P1042 Includes bibliographical references.

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Factor-GMM estimation with large sets of possibly weak instruments by G. Kapetanios. Published by Centre for Economic Policy Research in 2010. Publication and catalogue information, links to buy online and reader comments.