Эконометрика
Финансово-экономические дисциплины
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Hall A. Generalized Method of Moments (Холл А. Обобщенный метод моментов)
Oxford University Press, 2005. - 400 с.
Монография представляет собой одну из лучших книг по обобщенному методу моментов - теме, занимающей в эконометрике центральное место наряду с линейной регрессией, анализом временных рядов и некоторыми другими разделами. В монографии представлено исчерпывающее рассмотрение GMM, что делает книгу в высшей степени полезной всем, кто так или иначе занимается эконометрикой.
Язык: Английский
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