Generalized Method of Moments
Author:   Alastair R. Hall (North Carolina State University)
Publisher:   Oxford University Press
ISBN:  

9780198775218


Pages:   416
Publication Date:   23 December 2004
Format:   Hardback
Availability:   To order   Availability explained
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Generalized Method of Moments


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Author:   Alastair R. Hall (North Carolina State University)
Publisher:   Oxford University Press
Imprint:   Oxford University Press
Dimensions:   Width: 16.40cm , Height: 2.70cm , Length: 24.10cm
Weight:   0.747kg
ISBN:  

9780198775218


ISBN 10:   0198775210
Pages:   416
Publication Date:   23 December 2004
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   To order   Availability explained
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.

Table of Contents

1: Introduction 2: The Instrumental Variable Estimator in the Linear Regression Model 3: GMM Estimation in Correctly Specified Models 4: GMM Estimation in Misspecified Models 5: Hypothesis Testing 6: Asymptotic Theory and Finite Sample Behaviour 7: Moment Selection in Theory and in Practice 8: Alternative Approximations in Finite Sample Behaviour 9: Empirical Examples 10: Related Methods of Estimation Appendix: Mixing processes and Nonstationarity

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Author Information

Alastair 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.

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