Notes from the course 14.381 Statistical Method in Economics (PDF)
Slides: GMM Estimation in Stata (PDF) (Courtesy of Ricardo Mora. Used with permission.)
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Fernández-Val, Iván, and Martin Weidner. “Individual and Time Effects in Nonlinear Panel Models with Large N, T.” Journal of Econometrics 192, no. 1 (May 2016): 291–312.
Newey, Whitney K. “Convergence Rates and Asymptotic Normality for Series Estimators.” Journal of Econometrics 79, no 1. (1997): 147–168.
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