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Generalized Method of Moments: Advanced Texts in Econometrics


Generalized Method of Moments
   
Alastair R. Hall, North Carolina State University
 

Oxford University Press,  2005
Tel: 800-451-7556
Fax: 919-677-1303
Email: orders@oup-usa.org

Buy it Now on Amazon.com
ISBN: 0-19-877520-2
Language: English
     

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.

 

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