Saddlepoint Approximations and Test Statistics for Accurate Inference in Overidentified Moment Conditions Models,

Trojani, FabioFabioTrojaniRonchetti, E.E.Ronchetti2023-04-132023-04-132003-04-15https://www.alexandria.unisg.ch/handle/20.500.14171/69665enSaddlepoint Approximations and Test Statistics for Accurate Inference in Overidentified Moment Conditions Models,working paper