[BOOK][B] Generalized method of moments estimation
L Mátyás - 1999 - books.google.com
1999•books.google.com
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 …
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 …
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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