Generalized method of moments Hall, Alastair R.

By:

Hall, Alastair R

Series: Advanced Texts in EconometricsPublication details: Oxford Oxford University Press 2005Description: xii, 400 pISBN:

9780198775218

Subject(s):

DDC classification:

330.015195

Summary: 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.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	330.015195 H2G3 (Browse shelf(Opens below))	Available		161165

Total holds: 0

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.

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