Generalized Method of Moments Estimation (inbunden)
Fler böcker inom
Inbunden (Hardback)
Antal sidor
Cambridge University Press
Laszlo, Matyas
Generalized Method of Moments Estimation
229 x 152 x 22 mm
658 g
Antal komponenter
9:B&W 6 x 9 in or 229 x 152 mm Case Laminate on Creme w/Gloss Lam
Generalized Method of Moments Estimation (inbunden)

Generalized Method of Moments Estimation

Inbunden Engelska, 1999-04-01
Skickas inom 10-15 vardagar.
Fri frakt inom Sverige för privatpersoner.
Beställ boken senast måndag 30 november för leverans innan julafton
Finns även som
Visa alla 1 format & utgåvor
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.
Visa hela texten

Passar bra ihop

  1. Generalized Method of Moments Estimation
  2. +
  3. The Econometrics of Multi-dimensional Panels

De som köpt den här boken har ofta också köpt The Econometrics of Multi-dimensional Panels av Laszlo Matyas (inbunden).

Köp båda 2 för 2118 kr


Har du läst boken? Sätt ditt betyg »

Fler böcker av Laszlo Matyas


Preface; 1. Introduction to the generalized method of moments estimation David Harris and Lszl Mtys; 2. GMM estimation techniques Masao Ogaki; 3. Covariance matrix estimation Matthew J. Cushing and Mary G. McGarvey; 4. Hypothesis testing in models estimated by GMM Alastair R. Hall; 5. Finite sample properties of GMM estimators and tests Jan M. Podivinsky; 6. GMM estimation of time series models David Harris; 7. Reduced rank regression using GMM Frank Kleibergen; 8. Estimation of linear panel data models using GMM Seung C. Ahn and Peter Schmidt; 9. Alternative GMM methods for nonlinear panel data models Jrg Breitung and Michael Lechner; 10. Simulation based method of moments Roman Liesenfeld and Jrg Breitung; 11. Logically inconsistent limited dependent variables models J. S. Butler and Gabriel Picone; Index.