GMM inference when the number of moment conditions is large
Year of publication: |
1999
|
---|---|
Authors: | Koenker, Roger ; Machado, José A. F. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 93.1999, 2, p. 327-344
|
Subject: | Theorie | Theory | Momentenmethode | Method of moments |
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