It extracts the coefficients from `gel`

or `gmm`

objects.

1 2 3 4 |

`object` |
An object of class |

`lambda` |
If set to TRUE, the lagrange multipliers are extracted instead of the vector of coefficients |

`...` |
Other arguments when |

Vector of coefficients

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 | ```
#################
n = 500
phi<-c(.2,.7)
thet <- 0
sd <- .2
x <- matrix(arima.sim(n=n,list(order=c(2,0,1),ar=phi,ma=thet,sd=sd)),ncol=1)
y <- x[7:n]
ym1 <- x[6:(n-1)]
ym2 <- x[5:(n-2)]
H <- cbind(x[4:(n-3)], x[3:(n-4)], x[2:(n-5)], x[1:(n-6)])
g <- y ~ ym1 + ym2
x <- H
t0 <- c(0,.5,.5)
res <- gel(g, x, t0)
coef(res)
coef(res, lambda = TRUE)
###################
res <- gmm(g, x)
coef(res)
``` |

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