Generalized Method of Moments

by Alastair Hall

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 a 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.

• Format: Hardcover
• Language: English
• ISBN: 0198775210
• ISBN13: 9780198775218
• Release Date: February 2005
• Publisher: Oxford University Press, USA
• Length: 416 Pages
• Weight: 1.68 lbs.
• Dimensions: 1.1" x 6.5" x 9.5"