Generalized Method of Moments Estimation
(Part of the Themes in Modern Econometrics Series)
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Book Overview
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.
Format:Paperback
Language:English
ISBN:B007YZTMPS
ISBN13:9780521669672
Release Date:April 2012
Publisher:Cambridge University Press
Length:332 Pages
Weight:0.95 lbs.
Dimensions:0.6" x 6.0" x 8.9"
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