| Document Type
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BL
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| Record Number
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973203
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| Doc. No
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b727573
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| Title & Author
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Generalized method of moments estimation /\ editor, László Mátyás.
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| Publication Statement
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Cambridge [England] ;New York, NY, USA :: Cambridge University Press,, 1999.
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| Series Statement
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Themes in modern econometrics
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| Page. NO
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ix, 316 pages ;; 24 cm
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| ISBN
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0521660130
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: 0521669677
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: 9780521660136
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: 9780521669672
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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1. Introduction to the Generalized Method of Moments Estimation / David Harris and Laszlo Matyas -- 2. GMM Estimation Techniques / Masao Ogaki -- 3. Covariance Matrix Estimation / Matthew J. Cushing and Mary G. McGarvey.
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11. Logically Inconsistent Limited Dependent Variables Models / J.S. Butler and Gabriel Picone.
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4. Hypothesis Testing in Models Estimated by GMM / Alastair R. Hall -- 5. Finite Sample Properties of GMM estimators and Tests / Jan M. Podivinsky -- 6. GMM Estimation of Time Series Models / David Harris.
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7. Reduced Rank Regression Using GMM / Frank Kleibergen -- 8. Estimation of Linear Panel Data Models Using GMM / Seung C. Ahn and Peter Schmidt.
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9. Alternative GMM Methods for Nonlinear Panel Data Models / Jorg Breitung and Michael Lechner -- 10. Simulation Based Method of Moments / Roman Liesenfeld and Jorg Breitung.
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| Subject
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Econometric models.
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| Subject
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Estimation theory.
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| Subject
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Moments method (Statistics)
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Estimation, Théorie de l'
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| Subject
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Modèles économétriques.
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| Subject
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Moments, Méthodes des (Statistique)
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| Subject
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Econometric models.
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| Subject
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Econometric models.
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Estimation theory.
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Estimation theory.
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Estimation, Théorie de l'.
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Evaluation.
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| Subject
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Méthodes statistiques.
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| Subject
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Modèles économétriques.
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| Subject
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Modèles économétriques.
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| Subject
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Momentenmethode
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| Subject
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Moments method (Statistics)
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| Subject
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Moments method (Statistics)
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| Subject
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Moments, Méthode des (statistique)
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| Subject
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Moments, Méthodes des (statistique)
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Ökonometrie
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| Subject
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Schätztheorie
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| Subject
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Econometrische modellen.
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Schattingstheorie.
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| Subject
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Statistische methoden.
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| Dewey Classification
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330/.01/5195
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| LC Classification
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HB141.G463 1999
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QA276.8.G45 1999
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| NLM classification
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31.73bcl
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83.03bcl
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QH 233rvk
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WIR 017fstub
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| Added Entry
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Mátyás, László.
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