GMM inference when the number of moment conditions is large
| Year of publication: |
1999
|
|---|---|
| Authors: | Koenker, Roger ; Machado, Jose A. F. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 93.1999, 2, p. 327-344
|
| Publisher: |
Elsevier |