swMATH ID: 15912
Software Authors: Pierre Chausse
Description: R package gmm: Generalized Method of Moments and Generalized Empirical Likelihood. It is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (GMM) of Hansen(1982), the iterated GMM and continuous updated estimator (CUE) of Hansen-Eaton-Yaron(1996) and several methods that belong to the Generalized Empirical Likelihood (GEL) family of estimators, as presented by Smith(1997), Kitamura(1997), Newey-Smith(2004) and Anatolyev(2005).
Homepage: https://cran.r-project.org/web/packages/gmm/index.html
Source Code:  https://github.com/cran/gmm
Dependencies: R
Related Software: R; sandwich; CRAN; Stata; RootSolve; Matrix; saws; smoothmest; fastM; geeM; geepack; gee; geex; plm; timeSeries; mvtnorm; MASS (R); GAUSS; timeDate; fBasics
Cited in: 2 Publications

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2 Statistics (62-XX)

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