Generalized Method of Moments Estimation (Themes in Modern Econometrics) - Hardcover

 
9780521660136: Generalized Method of Moments Estimation (Themes in Modern Econometrics)

Synopsis

The generalized method of moments (GMM) estimation has emerged over the past decade 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, the first devoted entirely to the GMM methodology, is to offer a complete and up to date 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.

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9780521669672: Generalized Method of Moments Estimation (Themes in Modern Econometrics)

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ISBN 10:  0521669677 ISBN 13:  9780521669672
Publisher: Cambridge University Press, 1999
Softcover