Generalized Method of Moments Estimation

Generalized Method of Moments Estimation
Author: Laszlo Matyas
Publisher: Cambridge University Press
Total Pages: 332
Release: 1999-04-13
Genre: Business & Economics
ISBN: 9780521669672


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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.


Generalized Method of Moments Estimation
Language: en
Pages: 332
Authors: Laszlo Matyas
Categories: Business & Economics
Type: BOOK - Published: 1999-04-13 - Publisher: Cambridge University Press

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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 ec
Generalized Method of Moments
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