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The Falstaff estimator

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  • Koenker, Roger
  • Machado, Jose A. F.

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  • Koenker, Roger & Machado, Jose A. F., 1998. "The Falstaff estimator," Economics Letters, Elsevier, vol. 61(1), pages 23-28, October.
    • Handle: RePEc:eee:ecolet:v:61:y:1998:i:1:p:23-28
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    References listed on IDEAS

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    1. Gary Simon, 1976. "Computer Simulation Swindles, with Applications to Estimates of Location and Dispersion," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 25(3), pages 266-274, November.
    2. Koenker, Roger & Machado, José A.F. & Skeels, Christopher L. & Welsh, Alan H., 1994. "Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation," Econometric Theory, Cambridge University Press, vol. 10(1), pages 172-197, March.
    3. Cragg, John G, 1983. "More Efficient Estimation in the Presence of Heteroscedasticity of Unknown Form," Econometrica, Econometric Society, vol. 51(3), pages 751-763, May.
    4. Rothenberg, Thomas J, 1984. "Approximate Normality of Generalized Least Squares Estimates," Econometrica, Econometric Society, vol. 52(4), pages 811-825, July.
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    Cited by:

    1. 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.

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