Generalized Method of Moments Estimation (Themes in Modern Econometrics) by Laszlo Matyas (Repost)
Generalized Method of Moments Estimation (Themes in Modern Econometrics) by Laszlo Matyas (Repost)
Publisher: Cambridge University Press (April 13, 1999) | ISBN: 0521660130 | Pages: 332 | PDF | 7.22 MB
Publisher: Cambridge University Press (April 13, 1999) | ISBN: 0521660130 | Pages: 332 | PDF | 7.22 MB
The generalized method of moments (GMM) estimation has emerged over the last 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.
Generalized Method of Moments Estimation (Themes in Modern Econometrics) by Laszlo Matyas (Repost)
