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GmmEst: Model Estimation by Generalized Method of Moments (GMM)
GMM estimation framework is provided. One-step, two-step and iterative GMM estimation of a user-specified model is implemented.
Getting started
Browse package contents
Package details |
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| Author | Markus G. Schmidt [aut, cre] |
| Maintainer | Markus G. Schmidt <markus.g.schmidt@uibk.ac.at> |
| License | GPL-2 | GPL-3 |
| Version | 0.0-2 |
| Package repository | View on R-Forge |
| Installation |
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