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Generalized Method of Moments

Product Image: Generalized Method of Moments

Generalized Method of Moments

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Description
This book 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.
Product details
Edition:
illustrated
Number of Pages:
414
Release Date:
2005-03-03
Publication Date:
2013-04-08
Publisher:
Oxford University Press (UK)
Languages:
Original: English
ISBN10:
0198775202
ISBN13:
9780198775201
Weight:
784 g
Height:
161 cm
Width:
240 cm
Thickness:
27 cm

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The items bear minimal signs of past use, such as light scratches or memories in the form of markings. These signs of wear give the items a charming character and tell stories of their previous owners, while not affecting their functionality.
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