Generalized Method of Moments Estimation
Format:Hardback
Publisher:Cambridge University Press
Published:13th Apr '99
Currently unavailable, and unfortunately no date known when it will be back
This hardback is available in another edition too:
- Paperback£37.99(9780521669672)
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