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  3. Generalized Method of Moments Estimation
    • Edited by Laszlo Matyas, Budapest University of Economic Sciences
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  • Publisher:
    Cambridge University Press
    Publication date:
    04 February 2010
    13 April 1999
    ISBN:
    9780511625848
    9780521660136
    9780521669672
    DOI:
    https://doi.org/10.1017/CBO9780511625848
    Dimensions:
    (228 x 152 mm)
    Weight & Pages:
    0.632kg, 332 Pages
    Dimensions:
    (228 x 152 mm)
    Weight & Pages:
    0.435kg, 332 Pages
    • Subjects:
    Economics, Mathematics, Econometrics and Mathematical Methods, Optimisation
    Series:
    Themes in Modern Econometrics
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    • Selected: Digital
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    Subjects:
    Economics, Mathematics, Econometrics and Mathematical Methods, Optimisation
    Series:
    Themes in Modern Econometrics
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    Book description

    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.

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