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S.}, year = 1972, title = {The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models}, journal = {Econometrica}, volume = 40, pages = {261--275} } @Book{theil61, author = {Theil, H.}, year = 1961, title = {Economic Forecasting and Policy}, publisher = {North-Holland}, address = {Amsterdam} } @Book{theil66, author = {Theil, H.}, year = 1966, title = {Applied Economic Forecasting}, publisher = {North-Holland}, address = {Amsterdam} } @Book{verbeek04, author = {Verbeek, Marno}, year = 2004, title = {A Guide to Modern Econometrics}, publisher = {Wiley}, edition = {Second}, address = {New York} } @Article{white80, author = {White, H.}, year = 1980, title = {A Heteroskedasticity-Consistent Covariance Matrix Astimator and a Direct Test for Heteroskedasticity}, journal = {Econometrica}, volume = 48, pages = {817--838} } @Article{windmeijer05, author = {Windmeijer, F.}, year = 2005, title = {A Finite Sample Correction for the Variance of Linear Efficient Two-step {GMM} Estimators}, journal = {Journal of Econometrics}, volume = 126, pages = {25--51} } @Book{wooldridge-panel, author = {Wooldridge, Jeffrey M.}, year = 2002, title = {Econometric Analysis of Cross Section and Panel Data}, publisher = {MIT Press}, address = {Cambridge, MA} } @Book{wooldridge-intro, author = {Wooldridge, Jeffrey M.}, year = 2002, title = {Introductory Econometrics, A Modern Approach}, publisher = {South-Western}, edition = {Second}, address = {Mason, OH} } @Article{yalta07, author = {Yalta, A. 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