Generalized method of moments
Auteur :
Hall, Alastair R.
Éditeur :
Oxford University Press
ISBN :
9780198775218
Date de publication :
23 déc. 2004
Dimensions :
24,1 x 16,4 x 2,7 cm
Poids :
747 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book provides an introduction to the method combined with a unified treatment of GMM statistical theory and a survey of the important developments in the field.