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GMM inference when the number of moment conditions is large
Koenker, Roger
;
Machado, José A. F.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 327-344
Persistent link: https://www.econbiz.de/10001406661
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Glejser's test revisited
Machado, José A. F.
;
Silva, João Santos
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 189-202
Persistent link: https://www.econbiz.de/10001487332
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3
Quantiles via moments
Machado, José A. F.
;
Silva, João Santos
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10012304546
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