gmm 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 Standard Articles 1 Publication describing the Software Year Cited by 4 Authors 1 Bauldry, Shawn 1 Bollen, Kenneth A. 1 Kolenikov, Stanislav 1 Zhou, Mai Cited in 2 Serials 1 Psychometrika 1 Chapman & Hall/CRC Biostatistics Series Cited in 1 Field 2 Statistics (62-XX) Citations by Year