[ Quellcode: r-cran-gmm ]
Paket: r-cran-gmm (1.6-2-2)
Links für r-cran-gmm
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Quellcode-Paket r-cran-gmm herunterladen:
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Externe Ressourcen:
- Homepage [cran.r-project.org]
Ähnliche Pakete:
GNU R generalized method of moments and generalized empirical likelihood
This GNU R package is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; <doi:10.2307/1912775>), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; <doi:10.2307/1392442>) and several methods that belong to the Generalized Empirical Likelihood family of estimators (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>).
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r-cran-gmm herunterladen
| Architektur | Paketgröße | Größe (installiert) | Dateien |
|---|---|---|---|
| all | 1.316,5 kB | 1.446,0 kB | [Liste der Dateien] |