MATLAB & Simulink Based Books

Written for graduate students and researchers, this book provides an introduction to the theory and application of  the generalized method of moments (GMM) method. Topics covered include GMM estimation in correctly specified and misspecified models, asymptotic theory, and finite sample behavior.

A supplemental set of MATLAB M-files is available to accompany the text. (Optimization Toolbox and Statistics Toolbox are required to run the files.)