Generalized Method of Moments Estimation

Name: Generalized Method of Moments Estimation
Brand: Cambridge University Press
SKU: 9780521669672
Price: 313.71 RON
Availability: InStock

Autor: Laszlo Matyas

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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 - Carte broșată

Publicat

1999

Pagini

332

EAN

9780521669672

ISBN

0521669677

Enbook ID

02039990

Editura

Cambridge University Press

Greutate

440

Dimensiuni

151 x 226 x 14

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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