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Generalized method of moments /

Hall, Alastair R.

Generalized method of moments / Alastair R. Hall. - Oxford ; New York : Oxford University Press, 2005. - xii, 400 p. : ill., tables ; 24 cm. - Advanced texts in econometrics .

Includes bibliographical references (p. 359-387) and indexes.

ISBN: 0198775210 0198775202 9780198775218 9780198775201

LCCN: 2005297434

Subjects--Topical Terms:
Moments method (Statistics)
Econometric models.
Time-series analysis.
Estimation theory.

LC Class. No.: HB141 / .H355 2005

Dewey Class. No.: 519.5 HAL

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