Generalized Method of Moments Estimation
Generalized Method of Moments Estimation
Summary
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. The book's contributors are well-known authorities in the field.
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Generalized Method of Moments Estimation by Laszlo Matyas
The 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 mathematics.Laszlo Matyas is a well-known Hungarian-Australian economist/econometrician. He (co)authored and (co)edited several high impact publications in econometrics, mostly in the field of panel data. Currently he is a University Professor at the Central European University (CEU - Budapest, Hungary). Earlier, among others, worked as Senior Lecturer at Monash University (Melbourne, Australia), was the founding Director of the Institute for Economic Analysis (Budapest, Hungary), and also served as Provost of CEU. The new volume he put together on the Econometrics of Multi-dimensional Panels, forthcoming with Springer-Verlag in 2017, is the 10th book he compiled over the last two decades.
| SKU | Unavailable |
| ISBN 13 | 9780521669672 |
| ISBN 10 | 0521669677 |
| Title | Generalized Method of Moments Estimation |
| Author | Laszlo Matyas |
| Series | Themes In Modern Econometrics |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Cambridge University Press |
| Year published | 1999-04-13 |
| Number of pages | 332 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |