The Resource Generalized method of moments estimation, editor, László Mátyás

Generalized method of moments estimation, editor, László Mátyás

Label
Generalized method of moments estimation
Title
Generalized method of moments estimation
Statement of responsibility
editor, László Mátyás
Contributor
Subject
Language
eng
Cataloging source
DLC
Dewey number
  • 330/.01/5195
  • 330.015195
Index
index present
LC call number
  • HB141
  • HB141
LC item number
  • .G463 1999
  • .G463 1998
Literary form
non fiction
Nature of contents
bibliography
Series statement
Themes in modern econometrics
Label
Generalized method of moments estimation, editor, László Mátyás
Publication
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • zbnus
  • mel
Contents
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 -- 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 -- 7. Reduced Rank Regression Using GMM / Frank Kleibergen -- 8. Estimation of Linear Panel Data Models Using GMM / Seung C. Ahn and Peter Schmidt -- 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 -- 11. Logically Inconsistent Limited Dependent Variables Models / J. S. Butler and Gabriel Picone
Control code
000014278797
Dimensions
24 cm
Extent
ix, 316 p.
Isbn
9780521660136
Isbn Type
(hard)
Lccn
98051529
http://library.link/vocab/recordID
.b21098633
System control number
  • 14278797ec
  • (OCoLC)40347539

Library Locations

    • Deakin University Library - Melbourne Burwood CampusBorrow it
      221 Burwood Highway, Burwood, Victoria, 3125, AU
      -37.846510 145.115099
    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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