GMM inference when the number of moment conditions is large
| Year of publication: |
1999
|
|---|---|
| Authors: | Koenker, R. ; Machado, J.A.F. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 93.1999, 2, p. 327-344
|