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Generalized Method of Moments (Advanced Texts in Econometrics)

Alastair R. Hall




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 | #1952417 in eBooks |  2004-12-23 |  2004-12-23 | File type: PDF

|| |The book can be highly recommended to all who are either interested in the statistical properties of GMM estimators as well as to those who intend to use this technique for empirical research. * Herbert Buscher, Zentralblatt MATH 1076 * Gerneralized Method of

Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. 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. Providing a comprehensive treatment of GMM estimation and inference, it is designed as a resource for both the theory and practice of GMM: it
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You can specify the type of files you want, for your device.Generalized Method of Moments (Advanced Texts in Econometrics)   |  Alastair R. Hall. A good, fresh read, highly recommended.

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