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Generalized Method of Moments - Alastair R. (North Carolina State University) Hall - Bog

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Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book provides an introduction to the method combined with a unified treatment of GMM statistical theory and a survey of the important developments in the field.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780198775218
  • Indbinding:
  • Hardback
  • Sideantal:
  • 416
  • Udgivet:
  • 23. December 2004
  • Størrelse:
  • 164x241x27 mm.
  • Vægt:
  • 747 g.
  • 2-4 uger.
  • 22. Oktober 2024
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Beskrivelse af Generalized Method of Moments

Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book provides an introduction to the method combined with a unified treatment of GMM statistical theory and a survey of the important developments in the field.

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