Generalized Method of Moments Estimation or Cognition and Communication at Work

Generalized Method of Moments Estimation

Author: Laszlo Matyas

The generalized method of moments (GMM) estimation has emerged over the past decade 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, the first devoted entirely to the GMM methodology, is to offer a complete and up to date 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.

Table of Contents:

	Preface	1
1	Introduction to the Generalized Method of Moments Estimation	3
2	GMM Estimation Techniques	31
3	Covariance Matrix Estimation	63
4	Hypothesis Testing in Models Estimated by GMM	96
5	Finite Sample Properties of GMM estimators and Tests	128
6	GMM Estimation of Time Series Models	149
7	Reduced Rank Regression Using GMM	171
8	Estimation of Linear Panel Data Models Using GMM	211
9	Alternative GMM Methods for Nonlinear Panel Data Models	248
10	Simulation Based Method of Moments	275
11	Logically Inconsistent Limited Dependent Variables Models	301
	Index	313

Go to: President Lincoln or Cobra II

Cognition and Communication at Work

Author: Yrjo Engestrom

This book brings together contributions from researchers within various social science disciplines who seek to redefine the methods and topics that constitute the study of work. They investigate work activity in ways that do not reduce it to a "psychology" of individual cognition or to a "sociology" of societal structures and communication. A key theme in the material is the relationship between theory and practice. Mindful practices and communicative interaction are examined as situated issues at work in the reproduction of communities of practice in a variety of settings including: courts of law, computer software design, the piloting of airliners, the coordination of air traffic control, and traffic management in underground railway systems.