Book contents
- Frontmatter
- Contents
- Contributors
- Preface
- 1 Introduction to the Generalized Method of Moments Estimation
- 2 GMM Estimation Techniques
- 3 Covariance Matrix Estimation
- 4 Hypothesis Testing in Models Estimated by GMM
- 5 Finite Sample Properties of GMM estimators and Tests
- 6 GMM Estimation of Time Series Models
- 7 Reduced Rank Regression Using GMM
- 8 Estimation of Linear Panel Data Models Using GMM
- 9 Alternative GMM Methods for Nonlinear Panel Data Models
- 10 Simulation Based Method of Moments
- 11 Logically Inconsistent Limited Dependent Variables Models
- Index
Contributors
Published online by Cambridge University Press: 04 February 2010
- Frontmatter
- Contents
- Contributors
- Preface
- 1 Introduction to the Generalized Method of Moments Estimation
- 2 GMM Estimation Techniques
- 3 Covariance Matrix Estimation
- 4 Hypothesis Testing in Models Estimated by GMM
- 5 Finite Sample Properties of GMM estimators and Tests
- 6 GMM Estimation of Time Series Models
- 7 Reduced Rank Regression Using GMM
- 8 Estimation of Linear Panel Data Models Using GMM
- 9 Alternative GMM Methods for Nonlinear Panel Data Models
- 10 Simulation Based Method of Moments
- 11 Logically Inconsistent Limited Dependent Variables Models
- Index
Summary
- Type
- Chapter
- Information
- Generalized Method of Moments Estimation , pp. xi - xiiPublisher: Cambridge University PressPrint publication year: 1999