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Generalized Method of Moments Estimation

Generalized Method of Moments Estimation

Laszlo MatyasPeter C B PhillipsChristian GourierouxEkonomi & ledarskap
The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of thi...
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ISBN9780521669672
Språksv

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The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of thi...

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