Generalized Method of Moments (Advanced Texts in Econometrics) Book + PRICE WATCH * Amazon pricing is not included in price watch

Generalized Method of Moments (Advanced Texts in Econometrics) Book

Generalized Method of Moments : Hardback : Oxford University Press : 9780198775218 : 0198775210 : 24 Feb 2005 : Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book provides an introduction to the method combined with a unified treatment of GMM statistical theory and a survey of the important developments in the field.Read More

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  • Product Description

    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 a 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.

  • 0198775210
  • 9780198775218
  • Alastair R. Hall
  • 23 December 2004
  • OUP Oxford
  • Hardcover (Book)
  • 408
  • illustrated edition
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