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.

Package details

AuthorPierre Chausse <>
MaintainerPierre Chausse <>
LicenseGPL (>= 2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("gmm4", repos="")

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gmm4 documentation built on Dec. 6, 2019, 3:01 a.m.