Generalized method of moments estimation /
Generalized method of moments estimation /
edited by László Mátyás.
- Cambridge [Inglaterra] : Cambridge University Press, 1999
- ix, 316 p. : il.
Incluye bibliografía
Preface -- 1. Introduction to the generalized method of moments estimation / D. Harris and L. Mátyás -- 2. GMM estimation techniques / Masao Ogaki -- 3. Covariance matrix estimation / Mathew J. Cushing and Mary G. McGarvey -- 4. Hypothesis testing in models estimated / by GMM -- 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.
0521669677
MODELOS ECONOMETRICOS
TEORIA DE LA ESTIMACION
330.015195
Incluye bibliografía
Preface -- 1. Introduction to the generalized method of moments estimation / D. Harris and L. Mátyás -- 2. GMM estimation techniques / Masao Ogaki -- 3. Covariance matrix estimation / Mathew J. Cushing and Mary G. McGarvey -- 4. Hypothesis testing in models estimated / by GMM -- 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.
0521669677
MODELOS ECONOMETRICOS
TEORIA DE LA ESTIMACION
330.015195