General method of moments bias and specification tests for quantile regression
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 2003. === Includes bibliographical references (leaves 74-75). === Chapter 1: This chapter looks at a dynamic panel data model with fixed effects. Estimating the model with GMM is consistent but suffers from small sample bias...
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| Format: | Others |
| Language: | English |
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Massachusetts Institute of Technology
2005
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| Online Access: | http://hdl.handle.net/1721.1/17628 |