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100   $a20050407d2005      uy             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aGeneralized method of moments$b[electronic resource] /$fAlastair R. Hall
210   $aOxford ;$aNew York $cOxford University Press$d2005
215   $a1 online resource (413 p.)
225 1 $aAdvanced texts in econometrics
300   $aDescription based upon print version of record.
311   $a0-19-877521-0 
311   $a0-19-877520-2 
320   $aIncludes bibliographical references (p. 359-387) and indexes.
327   $aContents; 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 Index
330   $aHall's book gives a consistent and accurate account of the academic developments, especially in the time series area, and clearly fills a niche. The level required is that of a graduate student with a good background in econometrics. - Rosario dell'Aquilla, Journal of the American Statistical Association;Overall, the book is well written, very readable and well organized. In each chapter the author conveys the essential ideas at the beginning and the end of the chapter, and the reader is guided smoothly to the research frontier. Similarly, before stating new theorems and proving them, the auth
410  0$aAdvanced texts in econometrics.
606   $aMoments method (Statistics)
606   $aEconometric models
606   $aTime-series analysis
606   $aEstimation theory
615  0$aMoments method (Statistics)
615  0$aEconometric models.
615  0$aTime-series analysis.
615  0$aEstimation theory.
676   $a330.015195
700   $aHall$b Alastair R$0502292
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910824633103321
996   $aGeneralized method of moments$9733192
997   $aUNINA