Generalized Method of Moments Estimation (Themes in Modern...

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Generalized Method of Moments Estimation (Themes in Modern Econometrics)

Name: Generalized Method of Moments Estimation (Themes in Modern Econometrics)
ISBN: 9780521660136

Laszlo Matyas

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The generalized method of moments (GMM) estimation has emerged over the past decade 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, the first devoted entirely to the GMM methodology, is to offer a complete and up to date 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.

Κατηγορίες:

Business & Economics

Έτος:

1999

Εκδότης:

Cambridge University Press

Γλώσσα:

english

Σελίδες:

332

ISBN 10:

0521660130