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Generalized Method of Moments Estimation (Hardcover) Loot Price: R2,079
Discovery Miles 20 790
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Generalized Method of Moments Estimation (Hardcover): Laszlo Matyas

Generalized Method of Moments Estimation (Hardcover)

Laszlo Matyas

Series: Themes in Modern Econometrics

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Was R2,656 Loot Price R2,079 Discovery Miles 20 790 | Repayment Terms: R195 pm x 12* You Save R577 (22%)

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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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Themes in Modern Econometrics
Release date: April 1999
First published: 1999
Editors: Laszlo Matyas
Dimensions: 236 x 157 x 24mm (L x W x T)
Format: Hardcover
Pages: 332
ISBN-13: 978-0-521-66013-6
Categories: Books > Business & Economics > Economics > Econometrics > General
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LSN: 0-521-66013-0
Barcode: 9780521660136

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