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Book synopsis

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.

Book details

Book category Books in English Economics, finance, business & management Economics Econometrics

• Full title: Generalized Method of Moments Estimation
• Author: Laszlo Matyas
• Language: English
• Binding: Paperback
• Number of pages: 332
• EAN: 9780521669672
• ISBN: 0521669677
• ID: 02039990
• Publisher: Cambridge University Press
• Weight: 440 g
• Dimensions: 226 × 151 × 14 mm
• Date of publishing: 13. April 1999

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