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Generalized Method of Moments Estimation by Laszlo Matyas, Peter C. B. Phillips, Christian Gourieroux

Generalized Method of Moments Estimation

by Laszlo Matyas , Peter C. B. Phillips , Christian Gourieroux
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Book cover type: Hardcover
  • ISBN13: 9780521660136
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Cambridge University Press
  • Publisher Imprint: Cambridge University Press
  • Publication Date:
  • Pages: 332
  • Original Price: GBP 104.0
  • Language: English
  • Edition: N/A
  • Item Weight: 658 grams
  • BISAC Subject(s): Econometrics

The generalized method of moments (GMM) estimation has emerged over the past decade 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, the first devoted entirely to the GMM methodology, is to offer a complete and up to date 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.

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