Free Ebook Generalized Method of Moments Estimation (Themes in Modern Econometrics)From Brand: Cambridge University Press
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The generalized method of moments (GMM) estimation has emerged over the past decade 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, the first devoted entirely to the GMM methodology, is to offer a complete and up to date 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.
- Sales Rank: #1783329 in Books
- Brand: Brand: Cambridge University Press
- Published on: 1999-04-13
- Original language: English
- Number of items: 1
- Dimensions: 8.98" h x .75" w x 5.98" l, .96 pounds
- Binding: Paperback
- 332 pages
- Used Book in Good Condition
Most helpful customer reviews
0 of 2 people found the following review helpful.
I'm not crazy about this book or GMM
By Fin Econ
I guess I am not a fan of GMM in general. This is a solid introduction that has a wealth of information one would need if employing this methodology.
I just prefer likelihood based inference to GMM. If I don't know the distribution of the dependent variable, I'd consider GMM but I think the method is over used.
4 of 16 people found the following review helpful.
A good book about a different way of estimation
By A Customer
This book focus in a different method of econometric estimation. The information about this method is quite difficult to understand. This is a excellent aproximation to start to known about the generalized method of moments. I want to remark this book allows us to find a fantastic way to discover this method.
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