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Asymptotic Theory and Econometric Practice

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  • Koenker, Roger
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    Article provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.

    Volume (Year): 3 (1988)
    Issue (Month): 2 (April)
    Pages: 139-47

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    Handle: RePEc:jae:japmet:v:3:y:1988:i:2:p:139-47

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    Cited by:
    1. Stanislav Anatolyev, 2007. "Inference about predictive ability when there are many predictors," Working Papers w0096, Center for Economic and Financial Research (CEFIR).
    2. Alvaro Montenegro, 2001. "On sample size and precision in ordinary least squares," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(5), pages 603-605.
    3. Alexandre Belloni & Victor Chernozhukov & Iván Fernández-Val & Christian Hansen, 2013. "Program evaluation with high-dimensional data," CeMMAP working papers CWP57/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    4. Diebold, Giorgianni, & Inoue, . "Stamp 5.0: A Review," Home Pages _058, University of Pennsylvania.
    5. Koenker, Roger & Machado, Jose A. F., 1999. "GMM inference when the number of moment conditions is large," Journal of Econometrics, Elsevier, vol. 93(2), pages 327-344, December.
    6. Roger Koenker & Achim Zeileis, 2009. "On reproducible econometric research," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 833-847.
    7. Koehler, Anne & Diebold, Francis X. & Giogianni, Lorenzo & Inoue, Atsushi, 1996. "Software review," International Journal of Forecasting, Elsevier, vol. 12(2), pages 309-315, June.

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