Generalized Method of Moments Estimation
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Generalized Method of Moments Estimation by Laszlo Matyas
Book DescriptionThe 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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Book DetailsISBN: 9780521669672
(228mm x 152mm x 19mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 13-Apr-1999
Country of Publication: United Kingdom
Books By Author Laszlo Matyas
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With the aim of providing a comprehensive analysis of institutions, and of the global economy more generally, this volume explores systems of institutions and the effect of corruption, developments in behavioural economics, the impact of immigration, and the links between democratic progress and economic growth.
Institutional Change and Economic Behaviour, Hardback (February 2008)
This book explores institutional change and economic behaviour by examining the transition process in the former socialist countries that joined the EU in 2004, looking at the growth occurring in China, offering a historical perspective on economic underdevelopment in the Middle East, and discussing the neo-classical paradigm.
Generalized Method of Moments Estimation, Hardback (April 1999)» View all books by Laszlo Matyas
The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation.
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