Generalized Method of Moments

Name: Generalized Method of Moments
Brand: Oxford University Press, USA
SKU: 9780198775201
Price: 9489.0 INR
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by Alastair Hall

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ISBN13: 9780198775201
Binding: Paperback
Subject: N/A
Publisher: Oxford University Press, USA
Publisher Imprint: Oxford University Press, USA
Publication Date: March 3, 2005
Pages: 408
Original Price: GBP 66.0
Language: English
Edition: N/A
Item Weight: 631 grams
BISAC Subject(s): Econometrics

About The Book

This book has become one of the main statistical tools for the analysis of economic and financial data. Designed for both theoreticians and practitioners, this book provides a comprehensive treatment of GMM estimation and inference. All the main statistical results are discussed intuitively and proved formally, and all the inference techniques are illustrated using empirical examples in macroeconomics and finance. 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.

About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

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