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.