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Book Categories |
| Preface | 1 | |
| 1 | Introduction to the Generalized Method of Moments Estimation | 3 |
| 2 | GMM Estimation Techniques | 31 |
| 3 | Covariance Matrix Estimation | 63 |
| 4 | Hypothesis Testing in Models Estimated by GMM | 96 |
| 5 | Finite Sample Properties of GMM estimators and Tests | 128 |
| 6 | GMM Estimation of Time Series Models | 149 |
| 7 | Reduced Rank Regression Using GMM | 171 |
| 8 | Estimation of Linear Panel Data Models Using GMM | 211 |
| 9 | Alternative GMM Methods for Nonlinear Panel Data Models | 248 |
| 10 | Simulation Based Method of Moments | 275 |
| 11 | Logically Inconsistent Limited Dependent Variables Models | 301 |
| Index | 313 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Olko Vikmes
reviewed Generalized Method of Moments Estimation on December 20, 2020
Generalized Method of Moments Estimation
Good book. the concepts being presented in language that is easy to understand
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