Samhälle & debatt
Generalized Method of Moments Estimation
Laszlo Matyas • Laszlo Matyas • Peter C B Phillips • Christian Gourieroux
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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. The book's contributors are well-known authorities in the field.
- Format: Inbunden
- ISBN: 9780521660136
- Språk: Engelska
- Antal sidor: 332
- Utgivningsdatum: 1999-04-13
- Förlag: Cambridge University Press