Generalized method of moments estimation
Éditeur :
Cambridge University Press
ISBN :
9780521660136
Date de publication :
13 avr. 1999
Dimensions :
23,6 x 15,7 x 2,4 cm
Poids :
632 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.