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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.
Quantitative methods (economics) --- Econometric models. --- Moments method (Statistics) --- Estimation theory. --- Modèles économétriques --- Moments, Méthodes de (Statistiques) --- Théorie de l'estimation --- Estimation theory --- 330.115.001.57 --- 519.2 --- Econometrische modellen. Simulatiemodellen --- Probability. Mathematical statistics --- AA / International- internationaal --- 303.2 --- Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM. --- Moments method (Statistics). --- 519.2 Probability. Mathematical statistics --- 330.115.001.57 Econometrische modellen. Simulatiemodellen --- Modèles économétriques --- Moments, Méthodes de (Statistiques) --- Théorie de l'estimation --- Econometric models --- Method of moments (Statistics) --- Mathematical statistics --- Distribution (Probability theory) --- Estimating techniques --- Least squares --- Stochastic processes --- Econometrics --- Mathematical models --- Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM --- Business, Economy and Management --- Economics
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"Hayashi's Econometrics introduces first-year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results."
Quantitative methods (economics) --- Econometrics. --- Econométrie --- Econometrics --- 330.115 --- AA / International- internationaal --- 303.0 --- 305.970 --- 303.6 --- 303.2 --- 303.5 --- 305.974 --- 330.015195 --- #SBIB:303H66 --- Economics, Mathematical --- Statistics --- Econometrie --- Kwantitatieve methoden (economie) --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference. --- Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM. --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek). --- Time varying coefficients. Kalman Filter. --- 330.115 Econometrie --- Econométrie --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Time varying coefficients. Kalman Filter --- Économétrie --- Économétrie
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Econometrie --- Econométrie --- Econometrics --- Economics --- Economics, Mathematical --- Statistical methods --- Mathematical models --- AA / International- internationaal --- 303.0 --- 305.970 --- 303.6 --- 303.2 --- 303.5 --- 305.974 --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference. --- Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM. --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek). --- Time varying coefficients. Kalman Filter. --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference --- Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM --- Theorie van correlatie en regressie. (OLS, adjusted LS, weighted LS, restricted LS, GLS, SLS, LIML, FIML, maximum likelihood). Parametric and non-parametric methods and theory (wiskundige statistiek) --- Time varying coefficients. Kalman Filter --- Économétrie --- Economics - Statistical methods --- Economics - Mathematical models
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Money --- Economics --- Koren, Stephan --- politique economique --- politique monetaire --- AA / International- internationaal --- AT / Austria - Oostenrijk - Autriche --- CH / Switzerland - Zwitserland - Suisse --- DE / Germany - Duitsland - Allemagne --- 333.111.0 --- 333.111.6 --- 333.844 --- 333.820 --- 333.428 --- 335.6 --- 333.405 --- 333.403 --- 333.822 --- 303.2 --- 333.450 --- 333.451.6 --- 333.823 --- economisch beleid --- monetair beleid --- Algemeenheden. Theoretische en beschrijvende studies. Centrale banken. --- Betrekkingen van de centrale banken met de overheid. Voorschotten aan de overheid. Monetaire financiering van de schatkist. --- Devaluatie en opwaardering. Stabilisering. J curve. --- Geldbeleid, bankbeleid en kredietbeleid: algemeenheden. --- Geldstock en quasi-monetaire liquiditeiten. --- Liquidatie van de oorlogseconomie: economische demobilisatie en herstel. Marshall Plan. --- Monetaire stromen. --- Monetaire theorieën. Kwantitatieve theorie. Theorie van de incasso's. Optiek van de uitgaven en inkomens. --- Openmarktpolitiek. --- Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM. --- Theorie van het deviezenverkeer. Theorie van de koopkrachtpariteit. --- Vlottende wisselkoersen. Crawling peg. --- liquiditeitsbeleid.Kascoëfficiënten en liquiditeitscoëfficiënten. --- Koren, Stefan --- Currency --- Monetary question --- Money, Primitive --- Specie --- Standard of value --- Exchange --- Finance --- Value --- Banks and banking --- Coinage --- Currency question --- Gold --- Silver --- Silver question --- Wealth --- Economic theory --- Political economy --- Social sciences --- Economic man --- Spreiding en deviatie (wiskundige statistiek). Curtosis. Moments. GMM --- Algemeenheden. Theoretische en beschrijvende studies. Centrale banken --- Betrekkingen van de centrale banken met de overheid. Voorschotten aan de overheid. Monetaire financiering van de schatkist --- Monetaire theorieën. Kwantitatieve theorie. Theorie van de incasso's. Optiek van de uitgaven en inkomens --- Monetaire stromen --- Geldstock en quasi-monetaire liquiditeiten --- Theorie van het deviezenverkeer. Theorie van de koopkrachtpariteit --- Vlottende wisselkoersen. Crawling peg --- Geldbeleid, bankbeleid en kredietbeleid: algemeenheden --- Openmarktpolitiek --- liquiditeitsbeleid.Kascoëfficiënten en liquiditeitscoëfficiënten --- Devaluatie en opwaardering. Stabilisering. J curve --- Liquidatie van de oorlogseconomie: economische demobilisatie en herstel. Marshall Plan --- Koren, Stephan.
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