momentfit: Methods of Moments

Several classes for moment-based models are defined. The classes are defined for moment conditions derived from a single equation or a system of equations. The conditions can also be expressed as functions or formulas. Several methods are also offered to facilitate the development of different estimation techniques. The methods that are currently provided are the Generalized method of moments (Hansen 1982; <doi:10.2307/1912775>), for single equations and systems of equation, and the Generalized Empirical Likelihood (Smith 1997; <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997; <doi:10.1214/aos/1069362388>, Newey and Smith 2004; <doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005 <doi:10.1111/j.1468-0262.2005.00601.x>).

Package details

AuthorPierre Chausse <pchausse@uwaterloo.ca>
MaintainerPierre Chausse <pchausse@uwaterloo.ca>
LicenseGPL (>= 2)
Version0.2
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("momentfit", repos="http://R-Forge.R-project.org")

Try the momentfit package in your browser

Any scripts or data that you put into this service are public.

momentfit documentation built on Nov. 8, 2020, 4:20 p.m.