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- Fri Dec 24, 2010 2:40 am
- Forum: Estimation
- Topic: Windmeijer corrected standart errors for GMM two-step
- Replies: 1
- Views: 2089
Windmeijer corrected standart errors for GMM two-step
Hi, I need help on how to calculate windmeijer corrected standart errors for dynamic panel GMM Arellano Bond /two-step estimation. Since the two step estimation yield downward biased std.err.s, I have to calculate windmeijer corr. std. errs.. Even tough the help documents says that there is windmeij...