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FDML versus GMM for Dynamic Panel Models with Roots Near Unity. (2021). Mehic, Adrian.
In: JRFM.
RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:405-:d:622597.

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  9. Mehic, Adrian. 2020. Half-Panel Jackknife Estimation for Dynamic Panel Models. Economics Letters 190: 109082. [CrossRef] Michaely, Roni, and Michael R. Roberts. 2012. Corporate Dividend Policies: Lessons from Private Firms. Review of Financial Studies 25: 711–46. [CrossRef] J. Risk Financial Manag. 2021, 14, 405 9 of 9 Midrigan, Virgiliu, and Daniel Yi Xu. 2014. Finance and Misallocation: Evidence from Plant-Level Data. American Economic Review 104: 422–58. [CrossRef] Newey, Whitney K. 2004. Many Weak Moment Asymptotics for the Continuously Updated GMM Estimator. Unpublished Manuscript.

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