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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-staging / r-gmm
Type Size Name Uploaded Downloads Labels
conda 1.4 MB | osx-64/r-gmm-1.6_6-r36h749f5a1_0.tar.bz2  4 years and 1 month ago 336 main
conda 1.4 MB | osx-64/r-gmm-1.6_6-r40h749f5a1_0.tar.bz2  4 years and 1 month ago 245 main
conda 1.4 MB | linux-64/r-gmm-1.6_6-r36h859d828_0.tar.bz2  4 years and 1 month ago 7262 main
conda 1.4 MB | linux-64/r-gmm-1.6_6-r40h859d828_0.tar.bz2  4 years and 1 month ago 2681 main
conda 1.3 MB | win-64/r-gmm-1.6_5-r40h87ffe87_1.tar.bz2  4 years and 6 months ago 982 main
conda 1.4 MB | win-64/r-gmm-1.6_5-r36h87ffe87_1.tar.bz2  4 years and 6 months ago 974 main
conda 1.3 MB | osx-64/r-gmm-1.6_5-r40h43cf36c_1.tar.bz2  4 years and 6 months ago 278 main
conda 1.3 MB | osx-64/r-gmm-1.6_5-r36ha752707_1.tar.bz2  4 years and 6 months ago 297 main
conda 1.3 MB | osx-64/r-gmm-1.6_5-r40ha752707_1.tar.bz2  4 years and 6 months ago 297 main
conda 1.3 MB | osx-64/r-gmm-1.6_5-r36h43cf36c_1.tar.bz2  4 years and 6 months ago 299 main
conda 1.3 MB | linux-64/r-gmm-1.6_5-r40h31ca83e_1.tar.bz2  4 years and 6 months ago 3901 main
conda 1.3 MB | linux-64/r-gmm-1.6_5-r36h31ca83e_1.tar.bz2  4 years and 6 months ago 3037 main
conda 1.3 MB | linux-64/r-gmm-1.6_5-r36h580db52_1.tar.bz2  4 years and 6 months ago 2834 main
conda 1.3 MB | linux-64/r-gmm-1.6_5-r40h580db52_1.tar.bz2  4 years and 6 months ago 2813 main
conda 1.4 MB | win-64/r-gmm-1.6_5-r36h17ddedb_0.tar.bz2  4 years and 10 months ago 1046 main
conda 1.3 MB | win-64/r-gmm-1.6_5-r40h17ddedb_0.tar.bz2  4 years and 10 months ago 1076 main
conda 1.3 MB | osx-64/r-gmm-1.6_5-r36h384270c_0.tar.bz2  4 years and 10 months ago 336 main
conda 1.3 MB | osx-64/r-gmm-1.6_5-r40h384270c_0.tar.bz2  4 years and 10 months ago 329 main
conda 1.3 MB | linux-64/r-gmm-1.6_5-r36h9bbef5b_0.tar.bz2  4 years and 10 months ago 4036 main
conda 1.3 MB | linux-64/r-gmm-1.6_5-r40h9bbef5b_0.tar.bz2  4 years and 10 months ago 3215 main
conda 1.4 MB | win-64/r-gmm-1.6_4-r36h17ddedb_1.tar.bz2  4 years and 11 months ago 1045 main
conda 1.4 MB | win-64/r-gmm-1.6_4-r40h17ddedb_1.tar.bz2  4 years and 11 months ago 1039 main
conda 1.3 MB | osx-64/r-gmm-1.6_4-r36h384270c_1.tar.bz2  4 years and 11 months ago 332 main
conda 1.3 MB | osx-64/r-gmm-1.6_4-r40h384270c_1.tar.bz2  4 years and 11 months ago 335 main
conda 1.3 MB | linux-64/r-gmm-1.6_4-r40h9bbef5b_1.tar.bz2  4 years and 11 months ago 3208 main
conda 1.3 MB | linux-64/r-gmm-1.6_4-r36h9bbef5b_1.tar.bz2  4 years and 11 months ago 3215 main
conda 1.4 MB | win-64/r-gmm-1.6_4-r35h17ddedb_0.tar.bz2  5 years and 3 months ago 1140 main cf202003
conda 1.4 MB | win-64/r-gmm-1.6_4-r36h17ddedb_0.tar.bz2  5 years and 3 months ago 1140 main cf202003
conda 1.3 MB | osx-64/r-gmm-1.6_4-r35h384270c_0.tar.bz2  5 years and 3 months ago 338 main cf202003
conda 1.3 MB | osx-64/r-gmm-1.6_4-r36h384270c_0.tar.bz2  5 years and 3 months ago 345 main cf202003
conda 1.3 MB | linux-64/r-gmm-1.6_4-r35h9bbef5b_0.tar.bz2  5 years and 3 months ago 3677 main cf202003
conda 1.3 MB | linux-64/r-gmm-1.6_4-r36h9bbef5b_0.tar.bz2  5 years and 3 months ago 3520 main cf202003
conda 1.3 MB | noarch/r-gmm-1.6_2-r35h6115d3f_1001.tar.bz2  5 years and 9 months ago 3941 main cf202003
conda 1.3 MB | noarch/r-gmm-1.6_2-r36h6115d3f_1001.tar.bz2  5 years and 9 months ago 4497 main cf202003
conda 1.3 MB | noarch/r-gmm-1.6_2-r351h6115d3f_1000.tar.bz2  6 years and 4 months ago 4570 main cf202003 gcc7 cf201901
conda 1.3 MB | noarch/r-gmm-1.6_2-r351h6115d3f_0.tar.bz2  6 years and 4 months ago 4405 main cf202003 gcc7 cf201901

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