Generalized method of moments

Alastair R. Hall

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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Year of publication:	2023
Authors:	Hall, Alastair R.
Publisher:	Oxford : Oxford University Press
Subject:	Momentenmethode \| Method of moments \| Schätztheorie \| Estimation theory

Extent:	1 online resource (xii, 400 pages) illustrations (black and white), tables.
Series:	Advanced texts in econometrics Oxford scholarship online
Type of publication:	Book / Working Paper
Language:	English
Notes:	Previously issued in print: 2004. - Includes bibliographical references (pages 359-387) and indexes. - Derived record based on print version record and publisher information
ISBN:	978-1-383-03319-9 ; 978-0-19-877521-8
Other identifiers:	10.1093/oso/9780198775218.001.0001 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015442726