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Generalized Method of Moments Estimation

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Description

The generalized method of moments (GMM) estimation has emerged over the last 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. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics.
Release date Australia
April 13th, 1999
Audience
  • Professional & Vocational
Contributor
  • Edited by Laszlo Matyas
Illustrations
14 Tables, unspecified
Pages
332
Dimensions
152x228x17
ISBN-13
9780521669672
Product ID
2398310

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