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.
Produkteigenschaften
- Artikelnummer: 9780521660136
- Medium: Buch
- ISBN: 978-0-521-66013-6
- Verlag: Cambridge University Press
- Erscheinungstermin: 07.01.1999
- Sprache(n): Englisch
- Auflage: Erscheinungsjahr 1999
- Serie: Themes in Modern Econometrics
- Produktform: Gebunden
- Gewicht: 691 g
- Seiten: 332
- Format (B x H x T): 157 x 235 x 24 mm
- Ausgabetyp: Kein, Unbekannt
