Extent: | xii, 400 p. S. 24 cm |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Includes bibliographical references (p. 359-387) and indexes 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 Electronic reproduction Available via World Wide Web |
ISBN: | 0-19-877520-2 ; 0-19-877521-0 ; 978-0-19-877520-1 |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012674047