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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 1.4 MB | linux-64/r-gmm-1.6_6-r36h859d828_0.tar.bz2  4 years and 7 months ago 7670 main
conda 1.4 MB | linux-64/r-gmm-1.6_6-r40h859d828_0.tar.bz2  4 years and 7 months ago 3068 main
conda 1.3 MB | win-64/r-gmm-1.6_5-r40h87ffe87_1.tar.bz2  5 years and 3 days ago 995 main
conda 1.4 MB | win-64/r-gmm-1.6_5-r36h87ffe87_1.tar.bz2  5 years and 3 days ago 989 main
conda 1.3 MB | osx-64/r-gmm-1.6_5-r40h43cf36c_1.tar.bz2  5 years and 3 days ago 288 main
conda 1.3 MB | osx-64/r-gmm-1.6_5-r36ha752707_1.tar.bz2  5 years and 3 days ago 307 main
conda 1.3 MB | osx-64/r-gmm-1.6_5-r40ha752707_1.tar.bz2  5 years and 3 days ago 307 main
conda 1.3 MB | osx-64/r-gmm-1.6_5-r36h43cf36c_1.tar.bz2  5 years and 3 days ago 309 main
conda 1.3 MB | linux-64/r-gmm-1.6_5-r40h31ca83e_1.tar.bz2  5 years and 3 days ago 4337 main
conda 1.3 MB | linux-64/r-gmm-1.6_5-r36h31ca83e_1.tar.bz2  5 years and 3 days ago 3440 main
conda 1.3 MB | linux-64/r-gmm-1.6_5-r36h580db52_1.tar.bz2  5 years and 3 days ago 3227 main
conda 1.3 MB | linux-64/r-gmm-1.6_5-r40h580db52_1.tar.bz2  5 years and 3 days ago 3211 main
conda 1.4 MB | win-64/r-gmm-1.6_5-r36h17ddedb_0.tar.bz2  5 years and 4 months ago 1061 main
conda 1.3 MB | win-64/r-gmm-1.6_5-r40h17ddedb_0.tar.bz2  5 years and 4 months ago 1089 main
conda 1.3 MB | osx-64/r-gmm-1.6_5-r36h384270c_0.tar.bz2  5 years and 4 months ago 345 main
conda 1.3 MB | osx-64/r-gmm-1.6_5-r40h384270c_0.tar.bz2  5 years and 4 months ago 338 main
conda 1.3 MB | linux-64/r-gmm-1.6_5-r36h9bbef5b_0.tar.bz2  5 years and 4 months ago 4440 main
conda 1.3 MB | linux-64/r-gmm-1.6_5-r40h9bbef5b_0.tar.bz2  5 years and 4 months ago 3587 main
conda 1.4 MB | win-64/r-gmm-1.6_4-r36h17ddedb_1.tar.bz2  5 years and 5 months ago 1059 main
conda 1.4 MB | win-64/r-gmm-1.6_4-r40h17ddedb_1.tar.bz2  5 years and 5 months ago 1052 main
conda 1.3 MB | osx-64/r-gmm-1.6_4-r36h384270c_1.tar.bz2  5 years and 5 months ago 341 main
conda 1.3 MB | osx-64/r-gmm-1.6_4-r40h384270c_1.tar.bz2  5 years and 5 months ago 344 main
conda 1.3 MB | linux-64/r-gmm-1.6_4-r40h9bbef5b_1.tar.bz2  5 years and 5 months ago 3603 main
conda 1.3 MB | linux-64/r-gmm-1.6_4-r36h9bbef5b_1.tar.bz2  5 years and 5 months ago 3621 main
conda 1.4 MB | win-64/r-gmm-1.6_4-r35h17ddedb_0.tar.bz2  5 years and 9 months ago 1153 main cf202003

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