Generalized Method of Moments

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Business & Economics - Mathematical Economics
Generalized Method of Moments

Generalized Method of Moments

Name: Generalized Method of Moments
ISBN: 9780198775218

Alastair R. Hall

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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.

种类:

Business & Economics - Mathematical Economics

年:

2005

出版社:

Oxford University Press, USA

语言:

english

页:

408

ISBN 10:

0198775210