Generalized Method of Moments Estimation

Name: Generalized Method of Moments Estimation
Brand: Cambridge University Press
SKU: 9780521669672
Price: 57.3 EUR
Availability: InStock

Автор: Laszlo Matyas

Език:

Корици: С меки корици

Издател: Cambridge University Press

Наличност: Външен склад

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The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible...

Информация за книгата

Автор

Laszlo Matyas

Език

Английски език

Корици

Книга - С меки корици

Издадена

1999

страници

332

EAN

9780521669672

ISBN

0521669677

Enbook ID

02039990

Издател

Cambridge University Press

Теглоt

440

Размери

151 x 226 x 14

Пълно описание

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.

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Generalized Method of Moments Estimation

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