資料來源:
三民書局
Generalized method of moments estimation
- 其他作者：
- 其他題名：
- Themes in modern econometrics
- 出版： Cambridge [England] ;New York, NY, USA : Cambridge University Press
- 叢書名： Themes in modern econometrics
- 主題： Econometric models , Moments method (Statistics) , Estimation theory
- ISBN： 0521660130 (hbk.): US$65.00 、 0521669677 (pbk.)
- 資料類型: 圖書
- 內容註: Includes bibliographical references and index
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讀者標籤：
- 系統號： 005241920 | 機讀編目格式
館藏資訊
The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to the volume include well-known authorities in the field based in North America, the UK/Europe, and Australia. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics.