Generalized Method of Moments Estimation

Released on by Laszlo Matyas
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  • Generalized Method of Moments Estimation Book Detail

  • Author : Laszlo Matyas
  • Release Date : 1999-04-13
  • Publisher : Cambridge University Press
  • Genre : Business & Economics
  • Pages : 332
  • ISBN 13 : 9780521669672
  • File Size : 82,82 MB
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Generalized Method of Moments Estimation by Laszlo Matyas PDF Summary

Book Description: 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.

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