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Opis

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.

Szczegóły książki

Kategoria Książki po angielsku Economics, finance, business & management Economics Econometrics

• Pełny tytuł: Generalized Method of Moments Estimation
• Autor: Laszlo Matyas
• Język: Angielski
• Oprawa: Miękka
• Liczba stron: 332
• EAN: 9780521669672
• ISBN: 0521669677
• ID: 02039990
• Wydawca: Cambridge University Press
• Waga: 440 g
• Wymiary: 226 × 151 × 14 mm
• Data wydania: 13. April 1999

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