Generalized Method of Moments (Advanced Texts in Econometrics)

Generalized Method of Moments (Advanced Texts in Econometrics)

Editorial Reviews
Book Description
This book has become one of the main statistical tools for the analysis of economic and financial data. Designed for both theoreticians and practitioners, this book provides a comprehensive treatment of GMM estimation and inference. All the main statistical results are discussed intuitively
and proved formally, and all the inference techniques are illustrated using empirical examples in macroeconomics and finance. This book is the first to provide an intuitive introduction to the method combined with a unified treatment of GMM statistical theory and a survey of recent important
developments in the field.

Generalized Method of Moments (Advanced Texts in Econometrics),Alastair R. Hall,Oxford University Press, USA,0198775202,Business & Economics,Business / Economics / Finance,Business/Economics,Econometric models,Econometrics,Economics - General,Estimation theory,Moments method (Statistics),Time-series analysis,Business & Economics / Econometrics,Economics | Macroeconomic Theory

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