Hall, Alastair R

Generalized method of moments Alastair R. Hall - Oxford Oxford University Press 2005 - xii, 400 p. : ill., tables ; 24 cm

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

9780198775201


Econometric models
Estimation theory
Moments method (Statistics)
Time-series analysis

330.015195 HAL