Generalized Method of Moments Estimation (Paperback)
Language: English
Published by Cambridge University Press, Cambridge, 1999
- Softcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
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£ 52.49
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Paperback. 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. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…
Seller Inventory # 9780521669672
- Title
- Generalized Method of Moments Estimation (Paperback)
- Author
- Laszlo Matyas
- Publisher
- Cambridge University Press, Cambridge
- Publication year
- 1999
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 0521669677
- ISBN 13
- 9780521669672
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CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
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