03177nam 2200709 a 450 991082463310332120230617041358.01-383-03319-697866109651680-19-152511-11-280-96516-90-19-151393-81-4294-7047-X(CKB)1000000000413777(EBL)422889(OCoLC)476260249(SSID)ssj0000161437(PQKBManifestationID)11161311(PQKBTitleCode)TC0000161437(PQKBWorkID)10198314(PQKB)10392888(Au-PeEL)EBL422889(CaPaEBR)ebr10254408(Au-PeEL)EBL4963772(CaONFJC)MIL96516(OCoLC)1024271134(MiAaPQ)EBC422889(EXLCZ)99100000000041377720050407d2005 uy 0engur|n|---|||||txtccrGeneralized method of moments[electronic resource] /Alastair R. HallOxford ;New York Oxford University Press20051 online resource (413 p.)Advanced texts in econometricsDescription based upon print version of record.0-19-877521-0 0-19-877520-2 Includes bibliographical references (p. 359-387) and indexes.Contents; 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; Bibliography; Author Index; Subject IndexHall's book gives a consistent and accurate account of the academic developments, especially in the time series area, and clearly fills a niche. The level required is that of a graduate student with a good background in econometrics. - Rosario dell'Aquilla, Journal of the American Statistical Association;Overall, the book is well written, very readable and well organized. In each chapter the author conveys the essential ideas at the beginning and the end of the chapter, and the reader is guided smoothly to the research frontier. Similarly, before stating new theorems and proving them, the authAdvanced texts in econometrics.Moments method (Statistics)Econometric modelsTime-series analysisEstimation theoryMoments method (Statistics)Econometric models.Time-series analysis.Estimation theory.330.015195Hall Alastair R502292MiAaPQMiAaPQMiAaPQBOOK9910824633103321Generalized method of moments733192UNINA