Hall, Alastair R. <br/><br/>
Generalized method of moments  
Hall, Alastair R. 
 - Oxford  Oxford University Press  2005 
 - xii, 400 p. 
 - Advanced Texts in Econometrics .
<br/><br/> The first book to provide an intuitive introduction to GMM combined with a unified treatment of GMM statistical theory and a survey of recent important developments in the field.; All the main statistical results are discussed intuitively as well as being proved formally. All the inference techniques are illustrated using empirical examples in macroeconomics and finance.; In addition to being an excellent graduate text, it is designed as a resource for both theoreticians and practitioners. 
<br/><br/><label>ISBN: </label>9780198775218 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Moments method (Statistics)<br/>Econometric models<br/>Time-series analysis<br/>Estimation theory
<br/><br/><label>Dewey Class. No.: </label>330.015195