GMM Inference When the Number of Moment Conditions Is Large
Roger Koenker,
José Machado
Journal of Econometrics,
vol. 93, 1999, p. 327-344.
Goodness of Fit and Related Inference Processes for Quantile Regression
Roger Koenker,
José Machado
Journal Of The American Statistical Association,
vol. 94, 1999, p. 1296-1310.
The Falstaff estimator
Roger Koenker,
José Machado
Economics Letters,
vol. 61, 1998, p. 23-28.
Monetary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation
Roger Koenker,
José Machado,
Christopher Skeels,
Alan Welsh
Econometric Theory,
vol. 10, 1994, p. 172-197.