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About this product
- DescriptionThis book has become one of the main statistical tools for the analysis of ecomic 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 macroecomics 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 SeriesAdvanced Texts in Ecometrics is a distinguished and rapidly expanding series in which leading ecometricians 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 t familiar with the detailed primary literature.
- Author BiographyAlastair R. Hall is Professor of Economics at North Carolina State University, where he has taught since 1985. He has also visited at the University of Pennsylvania, the University of Wisconsin-Madison's Graduate School of Business, and at the University of Birmingham.
- Author(s)Alastair R. Hall
- PublisherOxford University Press
- Date of Publication23/12/2004
- SubjectBusiness, Accounting & Vocational: Textbooks & Study Guides
- Series TitleAdvanced Texts in Econometrics
- Place of PublicationOxford
- Country of PublicationUnited Kingdom
- ImprintOxford University Press
- Content Notenumerous figures & tables
- Weight637 g
- Width157 mm
- Height233 mm
- Spine23 mm
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