Generalized Method of Moments Estimation

Name: Generalized Method of Moments Estimation
Brand: Cambridge University Press
SKU: 9780521660136
Price: 746.13 RON
Availability: InStock

Autor: Laszlo Matyas

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Legare: Copertă tare

Editura: Cambridge University Press

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The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible...

Informații despre carte

Autor

Laszlo Matyas

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

1999

Pagini

332

EAN

9780521660136

ISBN

0521660130

Enbook ID

02039557

Editura

Cambridge University Press

Greutate

565

Dimensiuni

157 x 236 x 24

Descriere completă

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.

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