Generalized Method of Moments (BOK)

Generalized Method of Moments (BOK)

Alastair R. Hall

799,00 79900
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Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. 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. Providing a comprehensive treatment of GMM estimation and inference, it is designed as a resource for both the theory and practice of GMM: it discusses and proves formally all the main statistical results, and illustrates all inference techniques using empirical examples in macroeconomics and finance. Building from the instrumental variables estimator in static linear models, it presents the asymptotic statistical theory of GMM in nonlinear dynamic models.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2004 Forfatter Alastair R. Hall
Forlag
OXFORD UNIVERSITY PRESS ACADEM
ISBN 9780198775201
Antall sider 416 Dimensjoner 15,7cm x 23,1cm x 2,9cm
Vekt 669 gram Leverandør Bertram Trading Ltd