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Generalized Method of Moments
part of the Advanced Texts in Econometrics series
- Binding:
- Hardback
- Pages:
- 416
- Published:
- December 22, 2004
- Dimensions:
- 164x241x27 mm.
- Weight:
- 747 g.
Delivery:
2-3 weeks
Expected delivery: December 5, 2024
About Alastair R. (North Carolina State University) Hall
View all books by Alastair R. (North Carolina State University) HallDescription of Generalized Method of Moments
Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book provides an introduction to the method combined with a unified treatment of GMM statistical theory and a survey of the important developments in the field.
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