Alastair R. Hall's Books

Generalized Method of Moments

By: Alastair R. Hall

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Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book is the first to provide an intuitive introduction to the method combined with a unified treatment of GMM statistical theory and a survey of recentimportant developments in the field. Providing a comprehensive treatment of GMM estimation and inference, it is designed as a resource for both the theory and practice of GMM: it discusses and proves formally all the main statistical results, and illustrates all inference techniques using empiricalexamples in macroeconomics and finance.Building from the instrumental variables estimator in static linear models, it presents the asymptotic statistical theory of GMM in nonlinear dynamic models. Within this framework it covers classical results on estimation and inference techniques, such as the overidentifying restrictions test andtests of structural stability, and reviews the finite sample performance of these inference methods. And it discusses in detail recent developments on covariance matrix estimation, the impact of model misspecification, moment selection, the use of the bootstrap, and weak instrumentasymptotics.

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Page Count

413

Publisher

Oxford University Press

Published Date

ISBN 10

0198775210

ISBN 13

9780198775218

Generalized Method of Moments

By: Alastair R. Hall

Write a review Read reviews Take a Quiz Solve Book Puzzle

Generalized Method of Moments

By: Alastair R. Hall

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N/A

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Page Count

413

Publisher

Oxford University Press

Published Date

ISBN 10

0198775210

ISBN 13

9780198775218

McAlpine's Multiple Sclerosis

By: Douglas McAlpine,Alastair Compston

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McAlpine's Multiple Sclerosis

By: Douglas McAlpine,Alastair Compston

Comprehensive text highlighting current clinical research in the area of multiple sclerosis. Includes expanded coverage of genetics, neurobiology, pathophysiology, and historical background.

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Page Count

992

Publisher

Elsevier Health Sciences

Published Date

ISBN 10

044307271X

ISBN 13

9780443072710

Book's by Alastair R. Hall

Generalized Method of Moments

Generalized Method of Moments

Generalized Method of Moments

Generalized Method of Moments

McAlpine's Multiple Sclerosis

McAlpine's Multiple Sclerosis

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