MA Arellano–Bond GMM estimator, 224 first-step estimator, 222 second-step estimator, 222 Asymptotic covariance matrix, 65, 114, 234

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Date: 2009-06-10 05:05:20 Generalized least squares Ordinary least squares Linear regression Heteroscedasticity Homoscedasticity Structural equation modeling Instrumental variable Least squares Seemingly unrelated regressions Statistics Regression analysis Econometrics		MA Arellano–Bond GMM estimator, 224 first-step estimator, 222 second-step estimator, 222 Asymptotic covariance matrix, 65, 114, 234 Add to Reading List Source URL: media.wiley.com Download Document from Source Website File Size: 42,29 KB Share Document on Facebook

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