Generalized Method of Moments Estimation(English, Paperback, unknown)

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Generalized Method of Moments Estimation(English, Paperback, unknown) is written by unknown and published by Cambridge University Press. It's available with International Standard Book Number or ISBN identification 0521669677 (ISBN 10) and 9780521669672 (ISBN 13).

The generalized method of moments (GMM) estimation has emerged 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 is to offer a complete 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. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics.