- Series: Advanced Texts in Econometrics
- Paperback: 408 pages
- Publisher: Oxford University Press; 1 edition (March 3, 2005)
- Language: English
- ISBN-10: 0198775202
- ISBN-13: 978-0198775201
- Product Dimensions: 9.2 x 0.9 x 6.1 inches
- Shipping Weight: 1.6 pounds (View shipping rates and policies)
- Average Customer Review: Be the first to review this item
- Amazon Best Sellers Rank: #1,570,984 in Books (See Top 100 in Books)
Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.
To get the free app, enter your mobile phone number.
Generalized Method of Moments (Advanced Texts in Econometrics) 1st Edition
Use the Amazon App to scan ISBNs and compare prices.
This month's Book With Buzz: "The Lying Game" by Ruth Ware
From the instant New York Times bestselling author of blockbuster thrillers "In a Dark, Dark Wood" and "The Woman in Cabin 10" comes Ruth Ware’s chilling new novel, "The Lying Game." See more
Frequently bought together
Customers who bought this item also bought
The book can be highly recommended to all who are either interested in the statistical properties of GMM estimators as well as to those who intend to use this technique for empirical research. * Herbert Buscher, Zentralblatt MATH 1076 * Gerneralized Method of Moments is a highly readable textbook level introduction to the vast literature on GMM for the time series. It is a welcome edition not only the the Advanced Texts in Econometrics series published by Oxford University Press, but also to the list of textbooks suitablefor use in a graduate course in time series econometrics. * Michael Jansson, Journal of Economic Literature * In summary, Generalized Method of Moments is an excellent and readable graduate text and reference book, especially suited for those researchers using GMM in a time series context in finance and macroeconomics. * Rosario dell'Aquilla, Journal of the American Statistical Association * Overall, the book is well written, very readable and well organized. In each chapter the author conveys the essential ideas at the beginning and the end of the chapter, and the reader is guided smoothly to the research frontier. Similarly, before stating new theorems and proving them, the author describes the basic ideas clearly, making the book very readable. * Rosario dell'Aquilla, Journal of the American Statistical Association * Hall's book gives a consistent and accurate account of the academic developments, especially in the time series area, and clearly fills a niche. The level required is that of a graduate student with a good background in econometrics. * Rosario dell'Aquilla, Journal of the American Statistical Association *
About the Author
Alastair R. Hall is Professor of Economics at North Carolina State University, where he has taught since 1985. He has also visited at the University of Pennsylvania, the University of Wisconsin-Madison's Graduate School of Business, and at the University of Birmingham.
Browse award-winning titles. See more