ENGLISH

Generalized method of moments

By Alastair R. Hall

Book information

Publisher
Oxford University Press
Year
2005
ISBN
0198775202, 9780198775201, 9781429470476, 0198775210
Open Library ID
OL3438512M
Language
english
Format
PDF
Filesize
4 MB (4047172 bytes)
Series
Advanced texts in econometrics
Pages
413\413
Library
Kolxo3
Time added
2009-07-20 03:45:11

Description

This book has become one of the main statistical tools for the analysis of economic and financial data. Designed for both theoreticians and practitioners, this book provides a comprehensive treatment of GMM estimation and inference. All the main statistical results are discussed intuitively and proved formally, and all the inference techniques are illustrated using empirical examples in macroeconomics and finance. This book is the first to provide an intuitive introduction to the method combined with a unified treatment of GMM statistical theory and a survey of recent important developments in the field. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

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