000 01634nam a2200265Ia 4500
999 _c1352
_d1352
003 DE-boiza
005 20200115101039.0
008 191008
020 _a0-521-66967-7
040 _cIZA
100 _aMátyás, László
_93828
_c(ed.)
245 0 _aGeneralized Method of Moments Estimation
260 _c1999
_bCambridge University Press,
_aCambridge,
300 _a316 pages
340 _hC4 19
440 _aThemes in Modern Econometrics
_95284
520 _aThe 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
650 _aeconometrics
_93829
650 _aestimation
_9169
650 _ageneralized method of moments (GMM) estimation
_96408
650 _apanel data models
_95485
655 _atext book
_96144
856 _uhttps://www.cambridge.org/core/books/generalized-method-of-moments-estimation/D35D034ACDD395D07CE3199F846A8457#fndtn-information
_yPublisher's website
942 _cANTH
_2ddc