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Generalized method of moments

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Generalized method of moments

GENERALIZED METHODOF MOMENTSAdvanced Texts in EconometricsALASTAIR R. HALLADVANCED TEXTS IN ECONOMETRICSGeneral EditorsManuel Arellano Guido Imbens Gr

Generalized method of momentsrayham E. Mizon Adrian Pagan Mark WatsonAdvisory Editorsc. w. .1. GrangerThis page intentionally left blankGeneralized Method of MomentsALASTAIR R. HA

LLOXFORDUNIVERSITY PRESSGreat Clarendon Street, Oxford 0X2 GDPOxford University Press is a department of the University of Oxford.It furthers the Univ Generalized method of moments

ersity’s objective of excellence in research, scholarship, and education by publishing worldwide inOxford Now YorkAuckland Bangkok Buenos Aires Capo T

Generalized method of moments

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GENERALIZED METHODOF MOMENTSAdvanced Texts in EconometricsALASTAIR R. HALLADVANCED TEXTS IN ECONOMETRICSGeneral EditorsManuel Arellano Guido Imbens Gr

Generalized method of momentsford University Press Inc., New York© Alastair R. Hall 2005The moral rights of the author have been assorted Database right Oxford University Press (m

aker)First published 2005All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form Generalized method of moments

or by any means, without the prior permission in writing of Oxford University Press, or as expressly permitted by law. or under terms agreed with the

Generalized method of moments

appropriate reprographics rights organization. Enquiries concerning reproduction outside the scope of the above should be sent to the Rights Departme

GENERALIZED METHODOF MOMENTSAdvanced Texts in EconometricsALASTAIR R. HALLADVANCED TEXTS IN ECONOMETRICSGeneral EditorsManuel Arellano Guido Imbens Gr

Generalized method of momentson on any acquirerBritish Library Cataloguing in Publication DataData availableLibrary of Congress Cataloging in Publication DataData availableISBN 0-

19-877521-0 (hbk.)ISBN 0-19-877520-2 (pbk.)13579 10 8642 Generalized method of moments

GENERALIZED METHODOF MOMENTSAdvanced Texts in EconometricsALASTAIR R. HALLADVANCED TEXTS IN ECONOMETRICSGeneral EditorsManuel Arellano Guido Imbens Gr

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