@unpublished{Windmeijer2000, author = {Frank Windmeijer}, title = {A finite sample correction for the variance of linear two-step GMM estimators}, year = {2000}, month = {Nov}, volume = {pp}, doi = {10.1920/wp.ifs.2000.0019}, issn = {1742-0415}, url = {http://www.ifs.org.uk/wps/wp0019.pdf}, }