Generalized Method of Moments
$234.39
- Hardcover
416 pages
- Release Date
23 December 2004
Summary
Mastering GMM: A Practical Guide to Generalized Method of Moments
Generalized Method of Moments (GMM) stands as a cornerstone in the statistical analysis of economic and financial datasets. This book pioneers an accessible introduction to the method, seamlessly merging a cohesive treatment of GMM statistical theory with an exploration of the latest advancements in the field.
Offering a thorough examination of GMM estimation and inference, this resource caters to both theoret…
Book Details
| ISBN-13: | 9780198775218 |
|---|---|
| ISBN-10: | 0198775210 |
| Series: | Advanced Texts in Econometrics |
| Author: | Alastair R. Hall |
| Publisher: | Oxford University Press |
| Imprint: | Oxford University Press |
| Format: | Hardcover |
| Number of Pages: | 416 |
| Release Date: | 23 December 2004 |
| Weight: | 747g |
| Dimensions: | 241mm x 164mm x 27mm |
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About The Author
Alastair R. Hall
Alastair R. Hall is Professor of Economics at North Carolina State University, where he has taught since 1985. He has also visited at the University of Pennsylvania, the University of Wisconsin-Madison’s Graduate School of Business, and at the University of Birmingham.
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