gmm: Generalized Method of Moments and Generalized Empirical Likelihood
Version 1.6-2

It is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; ), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; ) and several methods that belong to the Generalized Empirical Likelihood family of estimators (Smith 1997; , Kitamura 1997; , Newey and Smith 2004; , and Anatolyev 2005 ).

Getting started

Package details

AuthorPierre Chausse <[email protected]>
Date of publication2018-03-15 22:51:20 UTC
MaintainerPierre Chausse <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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gmm documentation built on March 18, 2018, 2:30 p.m.