TY  - BOOK
AU  - Mátyás, László
TI  - Generalized Method of Moments Estimation
SN  - 0-521-66967-7
PY  - 1999///
CY  - Cambridge, 
PB  - Cambridge University Press
KW  - econometrics
KW  - estimation
KW  - generalized method of moments (GMM) estimation
KW  - panel data models
KW  - text book
N2  - 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
UR  - https://www.cambridge.org/core/books/generalized-method-of-moments-estimation/D35D034ACDD395D07CE3199F846A8457#fndtn-information
ER  -