Generalized Method of Moments


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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 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. Providing a comprehensive treatment of GMM estimation and inference, it is designed as a resource for both the theory and practice of GMM: it discusses and proves formally all the main statistical results, ...

Generalized Method of Moments 2005, Oxford University Press, USA, Oxford, England

ISBN-13: 9780198775201

Trade paperback

Generalized Method of Moments 2004, Oxford University Press, Oxford

ISBN-13: 9780198775218