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Generalized Method of Moments by Alastair R. Hall (Paperback, 2004)

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By Alastair R. Hall. Alastair R. Hall is Professor of Economics at North Carolina State University, where he has taught since 1985. In each chapter the author conveys the essential ideas at the beginning and the end of the chapter, and the reader is guided smoothly to the research frontier.

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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.

Product Identifiers

Publisher
Oxford University Press
ISBN-13
9780198775201
eBay Product ID (ePID)
94514426

Product Key Features

Number of Pages
416 Pages
Language
English
Publication Name
Generalized Method of Moments
Publication Year
2004
Subject
Economics, Mathematics, Business
Type
Textbook
Author
Alastair R. Hall
Format
Paperback

Dimensions

Item Height
233 mm
Item Weight
637 g
Item Width
157 mm

Additional Product Features

Country/Region of Manufacture
United Kingdom
Title_Author
Alastair R. Hall
Series Title
Advanced Texts in Econometrics
LeafCats
378

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Generalized Method of Moments by Alastair R. Hall (Paperback, 2004)

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