gmm: Generalized Method of Moments and Generalized Empirical Likelihood

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

AuthorPierre Chausse <pchausse@uwaterloo.ca>
Date of publication2016-05-24 18:01:44
MaintainerPierre Chausse <pchausse@uwaterloo.ca>
LicenseGPL (>= 2)
Version1.6-1

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Functions

bread.gel Man page
bread.gmm Man page
bread.tsls Man page
bwWilhelm Man page
charStable Man page
coef.gel Man page
coef.gmm Man page
confint.gel Man page
confint.gmm Man page
estfun.gel Man page
estfun.gmm Man page
estfun.gmmFct Man page
estfun.tsls Man page
evalGel Man page
evalGmm Man page
Finance Man page
FinRes.baseGmm.res Man page
fitted.gel Man page
fitted.gmm Man page
five Man page
formula.gel Man page
formula.gmm Man page
gel Man page
getDat Man page
getLamb Man page
getModel.baseGel Man page
getModel.baseGmm Man page
getModel.constGel Man page
getModel.constGmm Man page
getModel.sysGmm Man page
getModel.tsls Man page
gmm Man page
gmmWithConst Man page
Growth Man page
KTest Man page
model.matrix.tsls Man page
momentEstim.baseGel.eval Man page
momentEstim.baseGel.mod Man page
momentEstim.baseGel.modFormula Man page
momentEstim.baseGmm.cue Man page
momentEstim.baseGmm.cue.formula Man page
momentEstim.baseGmm.eval Man page
momentEstim.baseGmm.iterative Man page
momentEstim.baseGmm.iterative.formula Man page
momentEstim.baseGmm.twoStep Man page
momentEstim.baseGmm.twoStep.formula Man page
momentEstim.sysGmm.twoStep.formula Man page
momentEstim.tsls.twoStep.formula Man page
plot.gel Man page
plot.gmm Man page
print.confint Man page
print.gel Man page
print.gmm Man page
print.gmmTests Man page
print.specTest Man page
print.summary.gel Man page
print.summary.gmm Man page
print.summary.sysGmm Man page
print.summary.tsls Man page
print.sysGmm Man page
randEffect Man page
residuals.gel Man page
residuals.gmm Man page
smoothG Man page
specTest Man page
specTest.gel Man page
specTest.gmm Man page
summary.gel Man page
summary.gmm Man page
summary.sysGmm Man page
summary.tsls Man page
sur Man page
sysGmm Man page
threeSLS Man page
tsls Man page
vcov.gel Man page
vcov.gmm Man page
vcov.tsls Man page
wage Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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