Papel de trabajo_GMM
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Bibliografía<br />
Davidson, R. y MacKinnon, J. (1993). “Estimation and Inference in Econometrics”,<br />
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Hamilton, J. (1994). “Time Series Analysis”, Princeton University Press.<br />
Hansen, L. P. (2007) “Generalized Method of Moments Estimation”, University of<br />
Chicago.<br />
Hayashi, F. (2000). “Econometrics”, Princeton University Press.<br />
Heid, B. (2005). “Estimating Asset Pricing Mo<strong>de</strong>ls by <strong>GMM</strong> using EViews”, University<br />
of Tübingen (Germany).<br />
Johnston, J. y DiNardo, J (1997). “Econometric Methods”, McGraw Hill, 4ª ed.<br />
Pérez Oviedo, W. “Una Aproximación al Método Generalizado <strong>de</strong> los Momentos y sus<br />
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Pynnonen, S. (2007), “A Short Introduction to the Generalized Method of Moments<br />
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Verbeek, M (2004). “A Guido to Mo<strong>de</strong>rn Econometrics”, John Wiley & Sons, 2ª ed.<br />
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