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Cambridge University Press Generalized Method of Moments Estimation (Themes in Modern Econometrics)

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Description

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. Book Description The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
13 April 1999
Listed Since
04 January 2007

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