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Generalized Method Of Moments Estimation
Hardcover

|April 13, 1999

$96.17 online

$109.95list price

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The generalized method of moments (GMM) estimation has emerged over the past decade 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…
Economics Without Borders: Economic Research For European Policy Challenges

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The Econometrics of Multi-dimensional Panels: Theory and Applications

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This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. The last two decades or so, the use of panel data has become a standard in many areas of economic analysis. The available…
The Econometrics of Panel Data: A Handbook of the Theory with Applications

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The aim of this volume is to provide a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Edwin Kuh (1959), Yair Mundlak (1961), Irving Hoch (1962), and Pietro Balestra and…