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Item Details
| Title:
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GENERALIZED METHOD OF MOMENTS ESTIMATION
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| By: |
Laszlo Matyas (Editor), Peter C. B. Phillips, Eric Ghysels |
| Format: |
Hardback |
| List price:
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£99.00 |
| Our price: |
£86.63 |
| Discount: |
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| You save:
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£12.37 |
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| ISBN 10: |
0521660130 |
| ISBN 13: |
9780521660136 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
13 April, 1999 |
| Series: |
Themes in Modern Econometrics No.5 |
| Pages: |
332 |
| Description: |
The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation. |
| 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. |
| Illustrations: |
14 tables |
| Publication: |
UK |
| Imprint: |
Cambridge University Press |
| Returns: |
Returnable |
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