gmm: Generalized Method of Moments and Generalized Empirical Likelihood
Version 1.6-1

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 <pchausse@uwaterloo.ca>
Date of publication2017-06-14 22:40:28 UTC
MaintainerPierre Chausse <pchausse@uwaterloo.ca>
LicenseGPL (>= 2)
Version1.6-1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gmm")

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gmm documentation built on June 20, 2017, 9:12 a.m.