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Published: 23 December 2004

416 Pages | numerous figures & tables


ISBN: 9780198775201

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Generalized Method of Moments

Alastair R. Hall

Advanced Texts in Econometrics

  • The first book to provide an intuitive introduction to GMM combined with a unified treatment of GMM statistical theory and a survey of recent important developments in the field.
  • All the main statistical results are discussed intuitively as well as being proved formally. All the inference techniques are illustrated using empirical examples in macroeconomics and finance.
  • In addition to being an excellent graduate text, it is designed as a resource for both theoreticians and practitioners.