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gmm4: S4 Generalized Method of Moments
This is a complete restructured version of the 'gmm' package (Chausse 2010; <doi:10.18637/jss.v034.i11>) using 'S4' only type of classes and methods. It provides tools for estimating single equations and system of equations using the Generalized Method of Moments (Hansen 1982; <doi:10.2307/1912775>). It is in a very early stage and suggestions are welcome. See the vignette for more details.
Browse package contents
Package details |
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| Author | Pierre Chausse <pchausse@uwaterloo.ca> |
| Maintainer | Pierre Chausse <pchausse@uwaterloo.ca> |
| License | GPL (>= 2) |
| Version | 0.2-0 |
| Package repository | View on R-Forge |
| Installation |
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