It 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>).

Installers

Info: This package contains files in non-standard labels.

conda install

  • noarch  v1.6_2
To install this package with conda run one of the following:
conda install -c conda-forge r-gmm
conda install -c conda-forge/label/gcc7 r-gmm
conda install -c conda-forge/label/cf201901 r-gmm

Description

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