Description Usage Arguments Value References

Functions that returns the GEL function *ρ(g(θ,x)'λ)*
and its derivatives.

1 2 3 4 5 6 7 8 9 10 11 12 13 |

`gmat` |
The |

`lambda` |
The |

`derive` |
An integer which indicates which derivative to return |

`k` |
A numeric scaling factor that is required when |

It returns the vector *ρ(gmat λ)* when `derive=0`

,
*ρ'(gmat λ)* when `derive=1`

and *ρ''(gmat
λ)* when `derive=2`

.

Anatolyev, S. (2005), GMM, GEL, Serial Correlation, and Asymptotic Bias. *Econometrica*, **73**, 983-1002.

Kitamura, Yuichi (1997), Empirical Likelihood Methods With Weakly Dependent Processes.
*The Annals of Statistics*, **25**, 2084-2102.

Kitamura, Y. and Otsu, T. and Evdokimov, K. (2013), Robustness,
Infinitesimal Neighborhoods and Moment Restrictions.
*Econometrica*, **81**, 1185-1201.

Newey, W.K. and Smith, R.J. (2004), Higher Order Properties of GMM and
Generalized Empirical Likelihood Estimators. *Econometrica*, **72**, 219-255.

Smith, R.J. (2011), GEL Criteria for Moment Condition Models.
*Econometric Theory*, **27**(6), 1192–1235.

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