[ Source: r-cran-gmm ]
Package: r-cran-gmm (1.6-2-2)
Links for r-cran-gmm
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Download Source Package r-cran-gmm:
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External Resources:
- Homepage [cran.r-project.org]
Similar packages:
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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Download r-cran-gmm
| Architecture | Package Size | Installed Size | Files |
|---|---|---|---|
| all | 1,316.5 kB | 1,446.0 kB | [list of files] |