Generalized Method of Moments Estimation

Cambridge University Press, 1999

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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. The book's contributors are well-known authorities in the field.

ISBN-13
9780521660136
ISBN-10
0521660130
Publisher
Cambridge University Press
Year
1999
Publication date
1999-04-13
Pages
332
Dimensions
160x237x27
Weight
642