Generalized Method of Moments (Advanced Texts in Econometrics) - Softcover

Hall, Alastair R.

Softcover

ISBN 10: 0198775202 ISBN 13: 9780198775201

Publisher: Oxford University Press, 2005

Synopsis

This book has become one of the main statistical tools for the analysis of economic and financial data. Designed for both theoreticians and practitioners, this book provides a comprehensive treatment of GMM estimation and inference. All the main statistical results are discussed intuitively and proved formally, and all the inference techniques are illustrated using empirical examples in macroeconomics and finance. This book is the first to provide an intuitive introduction to the method combined with a unified treatment of GMM statistical theory and a survey of recent important developments in the field.

About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

About this title

About the Author

Alastair R. Hall is Professor of Economics at North Carolina State University, where he has taught since 1985. He has also visited at the University of Pennsylvania, the University of Wisconsin-Madison's Graduate School of Business, and at the University of Birmingham.

Edition details

• Publisher: Oxford University Press
• Publication date: 2005
• Language: English
• ISBN 10: 0198775202
• ISBN 13: 9780198775201
• Binding: Paperback
• Edition number: 1
• Number of pages: 416