Hall, Alastair R. Generalized Method of Moments 9780198775201

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Автор: Hall, Alastair R.
Название: Generalized Method of Moments
Перевод названия: Аластир Холл: Обобщенный метод моментов
ISBN: 9780198775201
Издательство: Oxford Academ
Классификация:

Экономическая статистика

Математические методы анализа и информационные системы финансово-хозяйственной деятельности

Вероятность и статистика

ISBN-10: 0198775202
Обложка/Формат: Paperback
Страницы: 416
Вес: 0.62 кг.
Дата издания: 23.12.2004
Серия: Advanced Texts in Econometrics
Язык: English
Иллюстрации: Numerous figures & tables
Размер: 23.22 x 15.80 x 2.57 cm
Читательская аудитория: Graduate students in econometrics and researchers in academics, industry, and government.
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание: 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.
About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

Дополнительное описание: 1: Introduction; 2: The Instrumental Variable Estimator in the Linear Regression Model; 3: GMM Estimation in Correctly Specified Models; 4: GMM Estimation in Misspecified Models; 5: Hypothesis Testing; 6: Asymptotic Theory and Finite Sample Behaviour; 7:

Generalized Method of Moments, Hall, Alastair R.