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r-gmm

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Generalized Method of Moments and Generalized Empirical Likelihood

Installation

To install this package, run one of the following:

Conda
$conda install odsp-test::r-gmm

Usage Tracking

1.6_2
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Total downloads: 0

Description

It is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; <>), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; <>) and several methods that belong to the Generalized Empirical Likelihood family of estimators (Smith 1997; <>, Kitamura 1997; <>, Newey and Smith 2004; <>, and Anatolyev 2005 <>).

About

Summary

Generalized Method of Moments and Generalized Empirical Likelihood

Information Last Updated

Mar 25, 2025 at 16:19

License

GPL-2 GPL-3

Total Downloads

5