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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: |
Paperback |
| List price:
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£37.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0521669677 |
| ISBN 13: |
9780521669672 |
| 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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