Generalized Method of Moments Estimation (Themes in Modern Econometrics)

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

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Book Description CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2007. Hardback. Condition: New. New. Language: English. Brand new Book. 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. Seller Inventory # APC9780521660136

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Published by CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2007)
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Book Description CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2007. Hardback. Condition: New. New. Language: English. Brand new Book. 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. Seller Inventory # APC9780521660136

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