Generalized Method of Moments Estimation
| By: | Laszlo Matyas |
| Publisher: | Cambridge University Press |
| Print ISBN: | 9780521660136 |
| eText ISBN: | 9780511825651 |
| Edition: | 1 |
| Format: | Page Fidelity |
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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.