Generalized Method of Moments Estimation

The generalized method of moments (GMM) estimation has emerged 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 of this volume is to offer a complete presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory in econometrics. Contributors to the volume include well-known authorities in the field based in North America the UK/Europe and Australia. The work is likely to become a standard reference for graduate students and professionals in economics statistics financial modeling and applied mathematics.