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Generalized method of moments [[electronic resource] /] / Alastair R. Hall
| Generalized method of moments [[electronic resource] /] / Alastair R. Hall |
| Autore | Hall Alastair R |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2005 |
| Descrizione fisica | 1 online resource (413 p.) |
| Disciplina | 330.015195 |
| Collana | Advanced texts in econometrics |
| Soggetto topico |
Moments method (Statistics)
Econometric models Time-series analysis Estimation theory |
| Soggetto genere / forma | Electronic books. |
| ISBN |
9786610965168
0-19-152511-1 1-280-96516-9 0-19-151393-8 1-4294-7047-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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 Index |
| Record Nr. | UNINA-9910450957103321 |
Hall Alastair R
|
||
| Oxford ; ; New York, : Oxford University Press, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Generalized method of moments [[electronic resource] /] / Alastair R. Hall
| Generalized method of moments [[electronic resource] /] / Alastair R. Hall |
| Autore | Hall Alastair R |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2005 |
| Descrizione fisica | 1 online resource (413 p.) |
| Disciplina | 330.015195 |
| Collana | Advanced texts in econometrics |
| Soggetto topico |
Moments method (Statistics)
Econometric models Time-series analysis Estimation theory |
| ISBN |
1-383-03319-6
9786610965168 0-19-152511-1 1-280-96516-9 0-19-151393-8 1-4294-7047-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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 Index |
| Record Nr. | UNINA-9910777306503321 |
|
Hall Alastair R
|
||
| Oxford ; ; New York, : Oxford University Press, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Generalized method of moments [[electronic resource] /] / Alastair R. Hall
| Generalized method of moments [[electronic resource] /] / Alastair R. Hall |
| Autore | Hall Alastair R |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2005 |
| Descrizione fisica | 1 online resource (413 p.) |
| Disciplina | 330.015195 |
| Collana | Advanced texts in econometrics |
| Soggetto topico |
Moments method (Statistics)
Econometric models Time-series analysis Estimation theory |
| ISBN |
1-383-03319-6
9786610965168 0-19-152511-1 1-280-96516-9 0-19-151393-8 1-4294-7047-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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 Index |
| Record Nr. | UNINA-9910824633103321 |
|
Hall Alastair R
|
||
| Oxford ; ; New York, : Oxford University Press, 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||