Generalized Method of Moments Estimation

Laszlo Matyas (u. a.)

ISBN 10: 0521669677 / ISBN 13: 9780521669672

Published by Cambridge University Press, 2007

Generalized Method of Moments Estimation | Laszlo Matyas (u. a.) | Taschenbuch | Kartoniert / Broschiert | Englisch | 2007 | Cambridge University Press | EAN 9780521669672 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand. Seller Inventory # 106200417

Synopsis:

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.

Book Description: 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. The book's contributors are well-known authorities in the field.

Bibliographic Details

Title: Generalized Method of Moments Estimation
Publisher: Cambridge University Press
Publication Date: 2007
Binding: Taschenbuch
Condition: Neu