Generalized Method of Moments 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Alastair R. Hall 作者

Oxford University Press

译者

2005-3-3 出版日期

408 页数

USD 78.00 价格

Paperback

丛书系列

9780198775201 图书编码

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Generalized Method of Moments 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Generalized Method of Moments 在线电子书图书描述

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 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.

About the Series

Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

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