Title:

GMM Inference When the Number of Moment Conditions Is Large

Authors:

Roger Koenker (U Illinois)
José Machado (U Nova)

Journal:

Journal of Econometrics

Year:

1999

Volume:

93

Pages:

327-344

JEL codes:

C21 - Cross-Sectional Models; Spatial Models; Treatment Effect Models
C12 - Hypothesis Testing