Generalized Method of Moments

Gebonden Engels 2004 9780198775218
€ 288,87
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Samenvatting

Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. Designed for both theoreticians and practitioners, this book provides a comprehensive treatment of GMM estimation and inference. All the main statistical results are discussed intuitively and proved formally, and all the inference techniques are illustrated using empirical examples in macroeconomics and finance. This book is the first to provide an intuitive introduction to the method combined with a unified treatment of GMM statistical theory and a survey of recent important developments in the field.

Specificaties

ISBN13:9780198775218
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:416
Uitgever:OUP OXFORD

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€ 288,87
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