Generalized method of moments estimation / edited by László Mátyás.
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- 0521669677
- 330.015195
Tipo de ítem | Biblioteca actual | Signatura topográfica | URL | Estado | Fecha de vencimiento | Código de barras | |
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Biblioteca Manuel Belgrano | 330.015195 M 46015 (Navegar estantería(Abre debajo)) | Enlace al recurso | Disponible | 46015 |
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330.015195 M 40359 Time series techniques for economics / | 330.015195 M 42086 The history of econometric ideas / | 330.015195 M 45259 Unit roots, cointegration, and structural change / | 330.015195 M 46015 Generalized method of moments estimation / | 330.015195 M 48937 Contributions to financial econometrics : theoretical and practical issues / | 330.015195 M 57041 Statistical techniques in business and economics / | 330.015195 M 57084 Econometric Modelling with Time Series : Specification, Estimation and Testing / |
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.
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