Generalized Method of Moments Estimation Paperback / softback
Edited by Laszlo (Budapest University of Economic Sciences) Matyas
Part of the Themes in Modern Econometrics series
Paperback / softback
Description
The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions.
The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies.
It is also designed to serve as a unified framework for teaching estimation theory in econometrics.
Contributors to the volume include well-known authorities in the field based in North America, the UK/Europe, and Australia.
The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics.
Information
-
Out of stock
- Format:Paperback / softback
- Pages:332 pages, 14 Tables, unspecified
- Publisher:Cambridge University Press
- Publication Date:13/04/1999
- Category:
- ISBN:9780521669672
Information
-
Out of stock
- Format:Paperback / softback
- Pages:332 pages, 14 Tables, unspecified
- Publisher:Cambridge University Press
- Publication Date:13/04/1999
- Category:
- ISBN:9780521669672
