r-cran-gmm

Description

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>).

---

Upload more screenshots

Please help extend the collection of screenshots. Just make a screenshot and upload it here. You don't need to register or anything.

Upload a screenshot

Hint: upload an image here from your clipboard with Ctrl-V

---

Homepage

https://cran.r-project.org/package=gmm

---

Install this software package

If the package is available for the distribution you are currently using on your computer then install the software by clicking on…

Install r-cran-gmm