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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 | win-64/r-gmm-1.8-r43hb0f4521_2.conda  3 months and 23 days ago 123 main
conda 1.4 MB | win-64/r-gmm-1.8-r44hb0f4521_2.conda  3 months and 23 days ago 143 main
conda 1.4 MB | osx-arm64/r-gmm-1.8-r44h7807725_2.conda  3 months and 23 days ago 80 main
conda 1.4 MB | osx-arm64/r-gmm-1.8-r43h7807725_2.conda  3 months and 23 days ago 74 main
conda 1.4 MB | osx-64/r-gmm-1.8-r43h9612530_2.conda  3 months and 23 days ago 156 main
conda 1.4 MB | osx-64/r-gmm-1.8-r44h9612530_2.conda  3 months and 23 days ago 246 main
conda 1.4 MB | linux-ppc64le/r-gmm-1.8-r43hbf33875_2.conda  3 months and 23 days ago 63 main
conda 1.4 MB | linux-ppc64le/r-gmm-1.8-r44hbf33875_2.conda  3 months and 23 days ago 62 main
conda 1.4 MB | linux-aarch64/r-gmm-1.8-r44h5b510ea_2.conda  3 months and 23 days ago 80 main
conda 1.4 MB | linux-aarch64/r-gmm-1.8-r43h5b510ea_2.conda  3 months and 23 days ago 70 main
conda 1.4 MB | linux-64/r-gmm-1.8-r44hc4980d5_2.conda  3 months and 23 days ago 723 main
conda 1.4 MB | linux-64/r-gmm-1.8-r43hc4980d5_2.conda  3 months and 23 days ago 710 main
conda 1.4 MB | linux-ppc64le/r-gmm-1.8-r42ha774786_1.conda  1 year and 3 months ago 64 main
conda 1.4 MB | linux-ppc64le/r-gmm-1.8-r43ha774786_1.conda  1 year and 3 months ago 67 main
conda 1.4 MB | linux-aarch64/r-gmm-1.8-r43ha7f1a89_1.conda  1 year and 3 months ago 87 main
conda 1.4 MB | linux-aarch64/r-gmm-1.8-r42ha7f1a89_1.conda  1 year and 3 months ago 81 main
conda 1.4 MB | win-64/r-gmm-1.8-r41he816bda_1.conda  1 year and 5 months ago 422 main
conda 1.4 MB | osx-arm64/r-gmm-1.8-r43h81fe24e_1.conda  1 year and 5 months ago 118 main
conda 1.4 MB | osx-arm64/r-gmm-1.8-r42h81fe24e_1.conda  1 year and 5 months ago 118 main
conda 1.4 MB | osx-64/r-gmm-1.8-r42hfe07776_1.conda  1 year and 5 months ago 449 main
conda 1.4 MB | osx-64/r-gmm-1.8-r43hfe07776_1.conda  1 year and 5 months ago 567 main
conda 1.4 MB | linux-64/r-gmm-1.8-r43h61816a4_1.conda  1 year and 5 months ago 2507 main
conda 1.4 MB | linux-64/r-gmm-1.8-r42h61816a4_1.conda  1 year and 5 months ago 1541 main
conda 1.4 MB | win-64/r-gmm-1.8-r41he816bda_0.conda  1 year and 5 months ago 372 main
conda 1.4 MB | osx-arm64/r-gmm-1.8-r41h81fe24e_0.conda  1 year and 5 months ago 89 main
conda 1.4 MB | osx-arm64/r-gmm-1.8-r42h81fe24e_0.conda  1 year and 5 months ago 87 main
conda 1.4 MB | osx-64/r-gmm-1.8-r42hfe07776_0.conda  1 year and 5 months ago 161 main
conda 1.4 MB | osx-64/r-gmm-1.8-r41hfe07776_0.conda  1 year and 5 months ago 138 main
conda 1.4 MB | linux-64/r-gmm-1.8-r42h61816a4_0.conda  1 year and 5 months ago 1149 main
conda 1.4 MB | linux-64/r-gmm-1.8-r41h61816a4_0.conda  1 year and 5 months ago 1308 main
conda 1.4 MB | osx-arm64/r-gmm-1.7-r42h505ec0b_1.conda  1 year and 8 months ago 97 main
conda 1.4 MB | osx-arm64/r-gmm-1.7-r41h505ec0b_1.conda  1 year and 8 months ago 100 main
conda 1.4 MB | linux-64/r-gmm-1.7-r41hac0b197_1.conda  1 year and 8 months ago 1441 main
conda 1.4 MB | linux-64/r-gmm-1.7-r42hac0b197_1.conda  1 year and 8 months ago 1524 main
conda 1.4 MB | win-64/r-gmm-1.7-r41he816bda_1.tar.bz2  2 years and 1 month ago 541 main
conda 1.4 MB | osx-64/r-gmm-1.7-r42h1e4e481_1.tar.bz2  2 years and 1 month ago 94 main
conda 1.4 MB | osx-64/r-gmm-1.7-r41h1e4e481_1.tar.bz2  2 years and 1 month ago 100 main
conda 1.4 MB | linux-64/r-gmm-1.7-r42h8da6f51_1.tar.bz2  2 years and 1 month ago 1614 main
conda 1.4 MB | linux-64/r-gmm-1.7-r41h8da6f51_1.tar.bz2  2 years and 1 month ago 1535 main
conda 1.4 MB | win-64/r-gmm-1.7-r41he816bda_0.tar.bz2  2 years and 3 months ago 604 main
conda 1.4 MB | win-64/r-gmm-1.7-r40he816bda_0.tar.bz2  2 years and 3 months ago 606 main
conda 1.4 MB | osx-64/r-gmm-1.7-r40h225c1e1_0.tar.bz2  2 years and 3 months ago 75 main
conda 1.4 MB | osx-64/r-gmm-1.7-r41h225c1e1_0.tar.bz2  2 years and 3 months ago 94 main
conda 1.4 MB | linux-64/r-gmm-1.7-r40h8da6f51_0.tar.bz2  2 years and 3 months ago 1719 main
conda 1.4 MB | linux-64/r-gmm-1.7-r41h8da6f51_0.tar.bz2  2 years and 3 months ago 1717 main
conda 1.4 MB | win-64/r-gmm-1.6_6-r41he816bda_0.tar.bz2  3 years and 6 months ago 806 main
conda 1.4 MB | osx-64/r-gmm-1.6_6-r41h749f5a1_0.tar.bz2  3 years and 6 months ago 214 main
conda 1.4 MB | linux-64/r-gmm-1.6_6-r41h859d828_0.tar.bz2  3 years and 6 months ago 2300 main
conda 1.4 MB | win-64/r-gmm-1.6_6-r36he816bda_0.tar.bz2  3 years and 8 months ago 911 main
conda 1.4 MB | win-64/r-gmm-1.6_6-r40he816bda_0.tar.bz2  3 years and 8 months ago 912 main

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