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10 lines
466 B
Plaintext
10 lines
466 B
Plaintext
It is a complete suite to estimate models based on moment conditions.
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It includes the two step Generalized method of moments (GMM) of
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Hansen(1982), the iterated GMM and continuous updated estimator
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(CUE) of Hansen-Eaton-Yaron(1996) and several methods that belong
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to the Generalized Empirical Likelihood (GEL) family of estimators,
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as presented by Smith(1997), Kitamura(1997), Newey-Smith(2004) and
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Anatolyev(2005).
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WWW: http://cran.r-project.org/web/packages/gmm/
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