{
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  "Package": "gmm",
  "Version": "1.8",
  "Date": "2023-06-26",
  "Title": "Generalized Method of Moments and Generalized Empirical\nLikelihood",
  "Author": "Pierre Chausse <pchausse@uwaterloo.ca>",
  "Maintainer": "Pierre Chausse <pchausse@uwaterloo.ca>",
  "Description": "It is a complete suite to estimate models based on moment\nconditions. It includes the two step Generalized method of\nmoments (Hansen 1982; <doi:10.2307/1912775>), the iterated GMM\nand continuous updated estimator (Hansen, Eaton and Yaron 1996;\n<doi:10.2307/1392442>) and several methods that belong to the\nGeneralized Empirical Likelihood family of estimators (Smith\n1997; <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997;\n<doi:10.1214/aos/1069362388>, Newey and Smith 2004;\n<doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005\n<doi:10.1111/j.1468-0262.2005.00601.x>).",
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  "Date/Publication": "2024-02-02 16:05:15 UTC",
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    "ATEgel",
    "bread.gel",
    "bread.gmm",
    "bread.tsls",
    "bwWilhelm",
    "charStable",
    "checkConv",
    "coef.gel",
    "coef.gmm",
    "confint.ategel",
    "confint.gel",
    "confint.gmm",
    "estfun.gel",
    "estfun.gmm",
    "estfun.gmmFct",
    "estfun.tsls",
    "evalGel",
    "evalGmm",
    "FinRes.baseGmm.res",
    "fitted.gel",
    "fitted.gmm",
    "five",
    "formula.gel",
    "formula.gmm",
    "gel",
    "getDat",
    "getImpProb",
    "getImpProb.gel",
    "getLamb",
    "getModel.ateGel",
    "getModel.baseGel",
    "getModel.baseGmm",
    "getModel.constGel",
    "getModel.constGmm",
    "getModel.sysGmm",
    "getModel.tsls",
    "gmm",
    "gmmWithConst",
    "KTest",
    "marginal",
    "marginal.ategel",
    "model.matrix.tsls",
    "momentEstim.baseGel.eval",
    "momentEstim.baseGel.mod",
    "momentEstim.baseGel.modFormula",
    "momentEstim.baseGmm.cue",
    "momentEstim.baseGmm.cue.formula",
    "momentEstim.baseGmm.eval",
    "momentEstim.baseGmm.iterative",
    "momentEstim.baseGmm.iterative.formula",
    "momentEstim.baseGmm.twoStep",
    "momentEstim.baseGmm.twoStep.formula",
    "momentEstim.sysGmm.twoStep.formula",
    "momentEstim.tsls.twoStep.formula",
    "plot.gel",
    "plot.gmm",
    "print.confint",
    "print.gel",
    "print.gmm",
    "print.gmmTests",
    "print.specTest",
    "print.summary.gel",
    "print.summary.gmm",
    "print.summary.sysGmm",
    "print.summary.tsls",
    "print.sysGmm",
    "randEffect",
    "residuals.gel",
    "residuals.gmm",
    "smoothG",
    "specTest",
    "specTest.gel",
    "specTest.gmm",
    "summary.ategel",
    "summary.gel",
    "summary.gmm",
    "summary.sysGmm",
    "summary.tsls",
    "sur",
    "sysGmm",
    "threeSLS",
    "tsls",
    "vcov.ategel",
    "vcov.gel",
    "vcov.gmm",
    "vcov.tsls"
  ],
  "_datasets": [
    {
      "name": "Finance",
      "title": "Returns on selected stocks",
      "object": "Finance",
      "file": "Finance.rda",
      "class": [
        "data.frame"
      ],
      "fields": [
        "WMK",
        "UIS",
        "ORB",
        "MAT",
        "ABAX",
        "T",
        "EMR",
        "JCS",
        "VOXX",
        "ZOOM",
        "ROG",
        "GGG",
        "PC",
        "GCO",
        "EBF",
        "F",
        "FNM",
        "NHP",
        "AA",
        "TDW",
        "rf",
        "rm",
        "hml",
        "smb"
      ],
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      "table": true,
      "tojson": true
    },
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      "name": "Growth",
      "title": "Growth Data",
      "object": "Growth",
      "file": "Growth.rda",
      "class": [
        "data.frame"
      ],
      "fields": [
        "Country_ID",
        "COM",
        "OPEC",
        "Year",
        "GDP",
        "LagGDP",
        "SavRate",
        "LagSavRate",
        "Country",
        "Pop",
        "LagPop"
      ],
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      "table": true,
      "tojson": true
    },
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      "name": "nsw",
      "title": "Lalonde subsample of the National Supported Work Demonstration Data (NSW)",
      "object": "nsw",
      "file": "nsw.rda",
      "class": [
        "data.frame"
      ],
      "fields": [
        "treat",
        "age",
        "ed",
        "black",
        "hisp",
        "married",
        "nodeg",
        "re75",
        "re78"
      ],
      "rows": 722,
      "table": true,
      "tojson": true
    },
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      "title": "Labor Data",
      "object": "wage",
      "file": "wage.rda",
      "class": [
        "data.frame"
      ],
      "fields": [
        "RNS",
        "RNS80",
        "MRT",
        "MRT80",
        "SMSA",
        "SMSA80",
        "MED",
        "IQ",
        "KWW",
        "YEAR",
        "AGE",
        "AGE80",
        "S",
        "S80",
        "EXPR",
        "EXPR80",
        "TENURE",
        "TENURE80",
        "LW",
        "LW80"
      ],
      "rows": 758,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "ATEgel",
      "title": "ATE with Generalized Empirical Likelihood estimation",
      "topics": [
        "ATEgel",
        "checkConv"
      ]
    },
    {
      "page": "bread",
      "title": "Bread for sandwiches",
      "topics": [
        "bread.gel",
        "bread.gmm",
        "bread.tsls"
      ]
    },
    {
      "page": "bwWilhelm",
      "title": "Wilhelm (2015) bandwidth selection",
      "topics": [
        "bwWilhelm"
      ]
    },
    {
      "page": "charStable",
      "title": "The characteristic function of a stable distribution",
      "topics": [
        "charStable"
      ]
    },
    {
      "page": "coef",
      "title": "Coefficients of GEL or GMM",
      "topics": [
        "coef.gel",
        "coef.gmm"
      ]
    },
    {
      "page": "confint",
      "title": "Confidence intervals for GMM or GEL",
      "topics": [
        "confint.ategel",
        "confint.gel",
        "confint.gmm",
        "print.confint"
      ]
    },
    {
      "page": "estfun",
      "title": "Extracts the empirical moment function",
      "topics": [
        "estfun.gel",
        "estfun.gmm",
        "estfun.gmmFct",
        "estfun.tsls",
        "model.matrix.tsls"
      ]
    },
    {
      "page": "Finance",
      "title": "Returns on selected stocks",
      "topics": [
        "Finance"
      ]
    },
    {
      "page": "FinRes",
      "title": "Method to finalize the result of the momentEstim method",
      "topics": [
        "FinRes.baseGmm.res"
      ]
    },
    {
      "page": "fitted",
      "title": "Fitted values of GEL and GMM",
      "topics": [
        "fitted.gel",
        "fitted.gmm"
      ]
    },
    {
      "page": "formula",
      "title": "Formula method for gel and gmm objects",
      "topics": [
        "formula.gel",
        "formula.gmm"
      ]
    },
    {
      "page": "gel",
      "title": "Generalized Empirical Likelihood estimation",
      "topics": [
        "evalGel",
        "gel"
      ]
    },
    {
      "page": "getDat",
      "title": "Extracting data from a formula",
      "topics": [
        "getDat"
      ]
    },
    {
      "page": "getImpProb",
      "title": "Implied Probabilities",
      "topics": [
        "getImpProb",
        "getImpProb.gel"
      ]
    },
    {
      "page": "getLamb",
      "title": "Solving for the Lagrange multipliers of Generalized Empirical Likelihood (GEL)",
      "topics": [
        "getLamb"
      ]
    },
    {
      "page": "getModel",
      "title": "Method for setting the properties of a model",
      "topics": [
        "getModel.ateGel",
        "getModel.baseGel",
        "getModel.baseGmm",
        "getModel.constGel",
        "getModel.constGmm",
        "getModel.sysGmm",
        "getModel.tsls"
      ]
    },
    {
      "page": "gmm",
      "title": "Generalized method of moment estimation",
      "topics": [
        "evalGmm",
        "gmm",
        "gmmWithConst"
      ]
    },
    {
      "page": "growth",
      "title": "Growth Data",
      "topics": [
        "Growth"
      ]
    },
    {
      "page": "KTest",
      "title": "Compute the K statistics of Kleibergen",
      "topics": [
        "KTest",
        "print.gmmTests"
      ]
    },
    {
      "page": "marginal",
      "title": "Marginal effects Summary",
      "topics": [
        "marginal",
        "marginal.ategel"
      ]
    },
    {
      "page": "momentEstim",
      "title": "Method for estimating models based on moment conditions",
      "topics": [
        "momentEstim.baseGel.eval",
        "momentEstim.baseGel.mod",
        "momentEstim.baseGel.modFormula",
        "momentEstim.baseGmm.cue",
        "momentEstim.baseGmm.cue.formula",
        "momentEstim.baseGmm.eval",
        "momentEstim.baseGmm.iterative",
        "momentEstim.baseGmm.iterative.formula",
        "momentEstim.baseGmm.twoStep",
        "momentEstim.baseGmm.twoStep.formula",
        "momentEstim.sysGmm.twoStep.formula",
        "momentEstim.tsls.twoStep.formula"
      ]
    },
    {
      "page": "nsw",
      "title": "Lalonde subsample of the National Supported Work Demonstration Data (NSW)",
      "topics": [
        "nsw"
      ]
    },
    {
      "page": "plot",
      "title": "Plot Diagnostics for gel and gmm objects",
      "topics": [
        "plot.gel",
        "plot.gmm"
      ]
    },
    {
      "page": "print",
      "title": "Printing a gmm or gel object",
      "topics": [
        "print.gel",
        "print.gmm",
        "print.sysGmm"
      ]
    },
    {
      "page": "residuals",
      "title": "Residuals of GEL or GMM",
      "topics": [
        "residuals.gel",
        "residuals.gmm"
      ]
    },
    {
      "page": "smoothG",
      "title": "Kernel smoothing of a matrix of time series",
      "topics": [
        "smoothG"
      ]
    },
    {
      "page": "specTest",
      "title": "Compute tests of specification",
      "topics": [
        "print.specTest",
        "specTest",
        "specTest.gel",
        "specTest.gmm"
      ]
    },
    {
      "page": "summary",
      "title": "Method for object of class gmm or gel",
      "topics": [
        "print.summary.gel",
        "print.summary.gmm",
        "print.summary.sysGmm",
        "print.summary.tsls",
        "summary.ategel",
        "summary.gel",
        "summary.gmm",
        "summary.sysGmm",
        "summary.tsls"
      ]
    },
    {
      "page": "sysGmm",
      "title": "Generalized method of moment estimation for system of equations",
      "topics": [
        "five",
        "randEffect",
        "sur",
        "sysGmm",
        "threeSLS"
      ]
    },
    {
      "page": "tsls",
      "title": "Two stage least squares estimation",
      "topics": [
        "tsls"
      ]
    },
    {
      "page": "vcov",
      "title": "Variance-covariance matrix of GMM or GEL",
      "topics": [
        "vcov.ategel",
        "vcov.gel",
        "vcov.gmm",
        "vcov.tsls"
      ]
    },
    {
      "page": "wage",
      "title": "Labor Data",
      "topics": [
        "wage"
      ]
    }
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