Generalized Method of Moments Estimation - Couverture rigide

 
9780521660136: Generalized Method of Moments Estimation

Synopsis

The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation.

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Présentation de l'éditeur

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.

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Autres éditions populaires du même titre

9780521669672: Generalized Method Moments Estimatn

Edition présentée

ISBN 10 :  0521669677 ISBN 13 :  9780521669672
Editeur : Cambridge University Press, 2008
Couverture souple