Generalized Method of Moments Estimation 1

bokomslag Generalized Method of Moments Estimation

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332 sidor
1999

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.

Författare: Laszlo Matyas, Laszlo Matyas, Peter C B Phillips, Christian Gourieroux
Format: Pocket/Paperback
ISBN: 9780521669672
Språk: Engelska
Antal sidor: 332
Utgivningsdatum: 1999-04-13
Förlag: Cambridge University Press