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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>).

copied from cf-post-staging / r-gmm
Type Size Name Uploaded Downloads Labels
conda 1.3 MB | osx-64/r-gmm-1.9_1-r44h2074fe8_0.conda  5 days and 26 minutes ago 14 main
conda 1.3 MB | osx-arm64/r-gmm-1.9_1-r43h76883f9_0.conda  5 days and 27 minutes ago 10 main
conda 1.3 MB | osx-64/r-gmm-1.9_1-r43h2074fe8_0.conda  5 days and 28 minutes ago 13 main
conda 1.3 MB | win-64/r-gmm-1.9_1-r44h814e693_0.conda  5 days and 29 minutes ago 15 main
conda 1.3 MB | win-64/r-gmm-1.9_1-r43h814e693_0.conda  5 days and 29 minutes ago 16 main
conda 1.3 MB | linux-ppc64le/r-gmm-1.9_1-r44hc89a96f_0.conda  5 days and 30 minutes ago 5 main
conda 1.3 MB | linux-64/r-gmm-1.9_1-r43heaba542_0.conda  5 days and 31 minutes ago 44 main
conda 1.3 MB | linux-aarch64/r-gmm-1.9_1-r43h6df9e4a_0.conda  5 days and 31 minutes ago 15 main
conda 1.3 MB | linux-64/r-gmm-1.9_1-r44heaba542_0.conda  5 days and 32 minutes ago 42 main
conda 1.3 MB | linux-aarch64/r-gmm-1.9_1-r44h6df9e4a_0.conda  5 days and 32 minutes ago 14 main
conda 1.3 MB | linux-ppc64le/r-gmm-1.9_1-r43hc89a96f_0.conda  5 days and 32 minutes ago 7 main
conda 1.4 MB | win-64/r-gmm-1.8-r43hb0f4521_2.conda  1 year and 20 days ago 269 main
conda 1.4 MB | win-64/r-gmm-1.8-r44hb0f4521_2.conda  1 year and 20 days ago 300 main
conda 1.4 MB | osx-arm64/r-gmm-1.8-r44h7807725_2.conda  1 year and 20 days ago 254 main
conda 1.4 MB | osx-arm64/r-gmm-1.8-r43h7807725_2.conda  1 year and 20 days ago 224 main
conda 1.4 MB | osx-64/r-gmm-1.8-r43h9612530_2.conda  1 year and 20 days ago 273 main
conda 1.4 MB | osx-64/r-gmm-1.8-r44h9612530_2.conda  1 year and 20 days ago 691 main
conda 1.4 MB | linux-ppc64le/r-gmm-1.8-r43hbf33875_2.conda  1 year and 20 days ago 143 main
conda 1.4 MB | linux-ppc64le/r-gmm-1.8-r44hbf33875_2.conda  1 year and 20 days ago 138 main
conda 1.4 MB | linux-aarch64/r-gmm-1.8-r44h5b510ea_2.conda  1 year and 20 days ago 176 main
conda 1.4 MB | linux-aarch64/r-gmm-1.8-r43h5b510ea_2.conda  1 year and 20 days ago 158 main
conda 1.4 MB | linux-64/r-gmm-1.8-r44hc4980d5_2.conda  1 year and 20 days ago 2018 main
conda 1.4 MB | linux-64/r-gmm-1.8-r43hc4980d5_2.conda  1 year and 20 days ago 1587 main
conda 1.4 MB | linux-ppc64le/r-gmm-1.8-r42ha774786_1.conda  2 years and 4 days ago 145 main
conda 1.4 MB | linux-ppc64le/r-gmm-1.8-r43ha774786_1.conda  2 years and 4 days ago 145 main

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