George Kapetanios, Massimiliano Marcellino. Factor-GMM estimation with large sets of possibly weak instruments. Computational Statistics & Data Analysis, 54(11):2655-2675, 2010. [doi]
@article{KapetaniosM10,
title = {Factor-GMM estimation with large sets of possibly weak instruments},
author = {George Kapetanios and Massimiliano Marcellino},
year = {2010},
doi = {10.1016/j.csda.2010.04.008},
url = {http://dx.doi.org/10.1016/j.csda.2010.04.008},
researchr = {https://researchr.org/publication/KapetaniosM10},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {54},
number = {11},
pages = {2655-2675},
}