Coverart for item
The Resource Generalized method of moments estimation, editor, László Mátyás, (electronic resource)

Generalized method of moments estimation, editor, László Mátyás, (electronic resource)

Label
Generalized method of moments estimation
Title
Generalized method of moments estimation
Statement of responsibility
editor, László Mátyás
Contributor
Subject
Language
eng
Member of
Cataloging source
IT-FiEUI
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Mátyás, László
Series statement
Themes in modern econometrics
http://library.link/vocab/subjectName
  • Econometric models
  • Moments method (Statistics)
  • Estimation theory
Label
Generalized method of moments estimation, editor, László Mátyás, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1017/CBO9780511625848
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
CR9780511625848
Dimensions
unknown
Extent
1 online resource (ix, 316 pages)
Form of item
online
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9780511625848
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote
System control number
(OCoLC)708568448
Label
Generalized method of moments estimation, editor, László Mátyás, (electronic resource)
Link
https://eui.idm.oclc.org/login?url=https://doi.org/10.1017/CBO9780511625848
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
CR9780511625848
Dimensions
unknown
Extent
1 online resource (ix, 316 pages)
Form of item
online
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9780511625848
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote
System control number
(OCoLC)708568448

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