82 citations · 158 across the 10 of their papers we have counts for
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econ.EM2019★ 25 cited
A Doubly Corrected Robust Variance Estimator for Linear GMM
Jungbin Hwang, Byunghoon Kang, Seojeong Lee
We propose a new finite sample corrected variance estimator for the linear generalized method of moments (GMM) including the one-step, two-step, and iterated estimators. Our formul…
econ.EM2019★ 82 cited
Asymptotic Theory for Clustered Samples
Bruce E. Hansen, Seojeong Lee
We provide a complete asymptotic distribution theory for clustered data with a large number of independent groups, generalizing the classic laws of large numbers, uniform laws, cen…