Generalized Method of Moments Estimation

This book offers a detailed presentation of GMM estimation theory and its practical applications, making it an invaluable resource for researchers and students.

The Generalized Method of Moments Estimation provides a comprehensive overview of GMM estimation theory, making it an essential resource for both students and professionals in the field. This volume not only covers the foundational concepts of GMM but also delves into its practical applications in empirical studies, showcasing the flexibility and effectiveness of these methods across various econometric and economic models. The contributors, recognized experts from North America, Europe, and Australia, lend their insights and experiences to enrich the text.

The book is structured to serve as a unified framework for teaching estimation theory in econometrics. By presenting GMM estimation in a clear and accessible manner, it aims to facilitate understanding and application among graduate students and practitioners. The gentle introduction of mild and plausible assumptions makes GMM a particularly appealing tool for researchers and analysts alike, allowing them to tackle complex economic problems with confidence.

With its thorough treatment of the subject, the Generalized Method of Moments Estimation is poised to become a standard reference in the fields of economics, statistics, financial modeling, and applied mathematics. Its blend of theoretical rigor and practical insights ensures that readers will gain a solid foundation in GMM estimation, equipping them for future research and professional endeavors.