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

Name: Generalized Method of Moments Estimation (Themes in Modern Econometrics)
Brand: Cambridge University Press
Price: 93.39 GBP
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Econometrics

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Product 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

Brand: Cambridge University Press
Format: hardcover
ASIN: 0521660130
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 13 April 1999
Listed Since: 04 January 2007

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

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