The Resource Generalized method of moments, Alastair R. Hall

Generalized method of moments, Alastair R. Hall

Label
Generalized method of moments
Title
Generalized method of moments
Statement of responsibility
Alastair R. Hall
Creator
Subject
Language
eng
Summary
Hall's book gives a consistent and accurate account of the academic developments, especially in the time series area, and clearly fills a niche. The level required is that of a graduate student with a good background in econometrics. - Rosario dell'Aquilla, Journal of the American Statistical Association;Overall, the book is well written, very readable and well organized. 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. Similarly, before stating new theorems and proving them, the auth
Member of
Cataloging source
N$T
Dewey number
330.01/5195
Illustrations
illustrations
Index
index present
LC call number
HB141
LC item number
.H355 2005eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Advanced texts in econometrics
Label
Generalized method of moments, Alastair R. Hall
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references (pages 359-387) and indexes
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
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 to Finite Sample Behaviour; 9 Empirical Examples; 10 Related Methods of Estimation; Appendix A: Mixing Processes and Nonstationarity; Bibliography; Author Index; Subject Index
Control code
ocn137242293
Dimensions
unknown
Extent
1 online resource (xii, 400 pages)
File format
unknown
Form of item
online
Isbn
9781429470476
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations, tables
http://library.link/vocab/ext/overdrive/overdriveId
096516
Quality assurance targets
not applicable
http://library.link/vocab/recordID
.b35767911
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)137242293
  • pebcs0191513938

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
Processing Feedback ...