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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

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

Dimensions

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

Additional Product Features

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

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

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

Best Selling in Adult Learning & University

Australian Guidebook for Structural Engineers by Lonnie Pack (Paperback, 2019)

Eduqas GCSE (9-1) Religious Studies Route B: Catholic Christianity and Judaism by Deirdre Cleary, Andrew Barron, Joy White, Patrick Harrison (Paperback, 2017)

Time Management by Peter Quarry (Paperback, 1986)

The Ethnic Cleansing of Palestine by Ilan Pappe (Paperback, 2007)

Save on Adult Learning & University

The Australian Native Bee Hive Book: Keeping Stingless Sugarbag OATH Tim Heard

Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by A

Netter Atlas of Human Anatomy: Classic Regional Approach

The Indoctrinated Brain: How to Successfully Fend Off the Global Attack on Your

Tuning the A-Series Engine: the Definitive Manual on tuning for Performance or E

Classical Mechanics: The Theoretical Minimum by George Hrabovsky

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