Generalized Method of Moments Estimation

Laszlo Matyas editor

Format:Hardback

Publisher:Cambridge University Press

Published:13th Apr '99

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Generalized Method of Moments Estimation cover

The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation.

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. The book's contributors are well-known authorities in the field.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.

ISBN: 9780521660136

Dimensions: 236mm x 157mm x 24mm

Weight: 632g

332 pages