Half-panel jackknife estimation of GMM models with fixed effects
In empirical economics, the generalized method of moments (GMM) is one of the most widely used methods for estimating models with fixed effects, such as the dynamic panel model. For the dynamic panel model, the two most widely used GMM-based estimators are the so-called difference GMM and system GMM estimators. However, it is typically the case that such estimators are asymptotically biased of order