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Generalized Method of Moments

Generalized Method of Moments: Advanced Texts in Econometrics

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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About This Book

Alastair R. Hall, North Carolina State University

Oxford University Press, 2005

ISBN: 0-19-877520-2
Language: English