Generalized Method of Moments Estimation
Book Details
Format
Paperback / Softback
Book Series
Themes in Modern Econometrics
ISBN-10
0521669677
ISBN-13
9780521669672
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Apr 13th, 1999
Print length
332 Pages
Weight
435 grams
Dimensions
22.80 x 15.20 x 1.70 cms
Product Classification:
EconometricsEconometrics and economic statistics
Ksh 7,600.00
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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. The book's contributors are well-known authorities in the field.
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.
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