Könyv Generalized Method of Moments Estimation Laszlo Matyas

Generalized Method of Moments Estimation

Szerző: Laszlo Matyas
Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: Beszállítói készleten
Küldés 14-21 napon belül
53 101 Ft
The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible...

Információk a könyvről

Szerző
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
1999
oldal
332
EAN
9780521660136
ISBN
0521660130
Enbook ID
02039557
Súly
565
Méretek
157 x 236 x 24

Teljes leírás

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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