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Generalized Method of Moments Estimation
- Editore:
Cambridge University Press
- Collana:
- Themes In Modern Econometrics
- EAN:
9780521660136
- ISBN:
0521660130
- Pagine:
- 332
- Formato:
- Hardback
- Lingua:
- Inglese
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Descrizione Generalized Method of Moments Estimation
The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. The book's contributors are well-known authorities in the field.
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