Generalized method of moments estimation:
The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume is to offer a complete presentation of the t...
Gespeichert in:
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
1999
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| Schriftenreihe: | Themes in modern econometrics
|
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 UBG01 Volltext |
| Zusammenfassung: | The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. 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. Contributors to the volume include well-known authorities in the field based in North America, the UK/Europe, and Australia. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (ix, 316 pages) |
| ISBN: | 9780511625848 |
| DOI: | 10.1017/CBO9780511625848 |
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| 505 | 8 | |a 9. Alternative GMM Methods for Nonlinear Panel Data Models / Jorg Breitung and Michael Lechner -- 10. Simulation Based Method of Moments / Roman Liesenfeld and Jorg Breitung | |
| 505 | 8 | |a 7. Reduced Rank Regression Using GMM / Frank Kleibergen -- 8. Estimation of Linear Panel Data Models Using GMM / Seung C. Ahn and Peter Schmidt | |
| 505 | 8 | |a 4. Hypothesis Testing in Models Estimated by GMM / Alastair R. Hall -- 5. Finite Sample Properties of GMM estimators and Tests / Jan M. Podivinsky -- 6. GMM Estimation of Time Series Models / David Harris | |
| 505 | 8 | |a 11. Logically Inconsistent Limited Dependent Variables Models / J.S. Butler and Gabriel Picone | |
| 520 | |a The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. 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. Contributors to the volume include well-known authorities in the field based in North America, the UK/Europe, and Australia. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics | ||
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Datensatz im Suchindex
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| author2 | Mátyás, László |
| author2_role | edt |
| author2_variant | l m lm |
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| building | Verbundindex |
| bvnumber | BV043919961 |
| classification_rvk | QH 233 |
| collection | ZDB-20-CBO |
| contents | 1. Introduction to the Generalized Method of Moments Estimation / David Harris and Laszlo Matyas -- 2. GMM Estimation Techniques / Masao Ogaki -- 3. Covariance Matrix Estimation / Matthew J. Cushing and Mary G. McGarvey 9. Alternative GMM Methods for Nonlinear Panel Data Models / Jorg Breitung and Michael Lechner -- 10. Simulation Based Method of Moments / Roman Liesenfeld and Jorg Breitung 7. Reduced Rank Regression Using GMM / Frank Kleibergen -- 8. Estimation of Linear Panel Data Models Using GMM / Seung C. Ahn and Peter Schmidt 4. Hypothesis Testing in Models Estimated by GMM / Alastair R. Hall -- 5. Finite Sample Properties of GMM estimators and Tests / Jan M. Podivinsky -- 6. GMM Estimation of Time Series Models / David Harris 11. Logically Inconsistent Limited Dependent Variables Models / J.S. Butler and Gabriel Picone |
| ctrlnum | (ZDB-20-CBO)CR9780511625848 (OCoLC)850253092 (DE-599)BVBBV043919961 |
| dewey-full | 330/.01/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330/.01/5195 |
| dewey-search | 330/.01/5195 |
| dewey-sort | 3330 11 45195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9780511625848 |
| format | Electronic eBook |
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| id | DE-604.BV043919961 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:38:34Z |
| institution | BVB |
| isbn | 9780511625848 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029329044 |
| oclc_num | 850253092 |
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| owner_facet | DE-12 DE-473 DE-BY-UBG DE-92 |
| physical | 1 online resource (ix, 316 pages) |
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| spelling | Generalized method of moments estimation editor, László Mátyás Cambridge Cambridge University Press 1999 1 online resource (ix, 316 pages) txt rdacontent c rdamedia cr rdacarrier Themes in modern econometrics Title from publisher's bibliographic system (viewed on 05 Oct 2015) 1. Introduction to the Generalized Method of Moments Estimation / David Harris and Laszlo Matyas -- 2. GMM Estimation Techniques / Masao Ogaki -- 3. Covariance Matrix Estimation / Matthew J. Cushing and Mary G. McGarvey 9. Alternative GMM Methods for Nonlinear Panel Data Models / Jorg Breitung and Michael Lechner -- 10. Simulation Based Method of Moments / Roman Liesenfeld and Jorg Breitung 7. Reduced Rank Regression Using GMM / Frank Kleibergen -- 8. Estimation of Linear Panel Data Models Using GMM / Seung C. Ahn and Peter Schmidt 4. Hypothesis Testing in Models Estimated by GMM / Alastair R. Hall -- 5. Finite Sample Properties of GMM estimators and Tests / Jan M. Podivinsky -- 6. GMM Estimation of Time Series Models / David Harris 11. Logically Inconsistent Limited Dependent Variables Models / J.S. Butler and Gabriel Picone The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. 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. Contributors to the volume include well-known authorities in the field based in North America, the UK/Europe, and Australia. The work is likely to become a standard reference for graduate students and professionals in economics, statistics, financial modeling, and applied mathematics Ökonometrisches Modell Econometric models Moments method (Statistics) Estimation theory Ökonometrie (DE-588)4132280-0 gnd rswk-swf Schätztheorie (DE-588)4121608-8 gnd rswk-swf Momentenmethode Mathematik (DE-588)4320678-5 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Schätztheorie (DE-588)4121608-8 s Momentenmethode Mathematik (DE-588)4320678-5 s 1\p DE-604 Mátyás, László edt Erscheint auch als Druckausgabe 978-0-521-66013-6 Erscheint auch als Druckausgabe 978-0-521-66967-2 https://doi.org/10.1017/CBO9780511625848 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Generalized method of moments estimation 1. Introduction to the Generalized Method of Moments Estimation / David Harris and Laszlo Matyas -- 2. GMM Estimation Techniques / Masao Ogaki -- 3. Covariance Matrix Estimation / Matthew J. Cushing and Mary G. McGarvey 9. Alternative GMM Methods for Nonlinear Panel Data Models / Jorg Breitung and Michael Lechner -- 10. Simulation Based Method of Moments / Roman Liesenfeld and Jorg Breitung 7. Reduced Rank Regression Using GMM / Frank Kleibergen -- 8. Estimation of Linear Panel Data Models Using GMM / Seung C. Ahn and Peter Schmidt 4. Hypothesis Testing in Models Estimated by GMM / Alastair R. Hall -- 5. Finite Sample Properties of GMM estimators and Tests / Jan M. Podivinsky -- 6. GMM Estimation of Time Series Models / David Harris 11. Logically Inconsistent Limited Dependent Variables Models / J.S. Butler and Gabriel Picone Ökonometrisches Modell Econometric models Moments method (Statistics) Estimation theory Ökonometrie (DE-588)4132280-0 gnd Schätztheorie (DE-588)4121608-8 gnd Momentenmethode Mathematik (DE-588)4320678-5 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4121608-8 (DE-588)4320678-5 |
| title | Generalized method of moments estimation |
| title_auth | Generalized method of moments estimation |
| title_exact_search | Generalized method of moments estimation |
| title_full | Generalized method of moments estimation editor, László Mátyás |
| title_fullStr | Generalized method of moments estimation editor, László Mátyás |
| title_full_unstemmed | Generalized method of moments estimation editor, László Mátyás |
| title_short | Generalized method of moments estimation |
| title_sort | generalized method of moments estimation |
| topic | Ökonometrisches Modell Econometric models Moments method (Statistics) Estimation theory Ökonometrie (DE-588)4132280-0 gnd Schätztheorie (DE-588)4121608-8 gnd Momentenmethode Mathematik (DE-588)4320678-5 gnd |
| topic_facet | Ökonometrisches Modell Econometric models Moments method (Statistics) Estimation theory Ökonometrie Schätztheorie Momentenmethode Mathematik |
| url | https://doi.org/10.1017/CBO9780511625848 |
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