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Description - Generalized Method of Moments Estimation by Laszlo Matyas

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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Book Details

ISBN: 9780521669672
ISBN-10: 0521669677
Format: Paperback
(228mm x 152mm x 19mm)
Pages: 332
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 13-Apr-1999
Country of Publication: United Kingdom

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