Generalized method of moments / Alastair R. Hall.
Tipo de material:
TextoSeries Advanced texts in econometricsDetalles de publicación: Oxford : Oxford University Press, 2005Descripción: xii, 400 pISBN: - 9780198775201
- 330.015195
Contenidos:
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.
| Tipo de ítem | Biblioteca actual | Signatura topográfica | URL | Estado | Fecha de vencimiento | Código de barras | |
|---|---|---|---|---|---|---|---|
Libro
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Biblioteca Manuel Belgrano | 330.015195 H 51262 (Navegar estantería(Abre debajo)) | Enlace al recurso | Disponible | 51262 |
Bibliografía: p. 359-387
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.
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