Mátyás, László (ed.)

Generalized Method of Moments Estimation - Cambridge, Cambridge University Press, 1999 - 316 pages - C4 19 - Themes in Modern Econometrics .

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 mathemat

0-521-66967-7


econometrics
estimation
generalized method of moments (GMM) estimation
panel data models


text book