Package: gmm
Version: 1.8
Date: 2023-06-26
Title: Generalized Method of Moments and Generalized Empirical
        Likelihood
Author: Pierre Chausse <pchausse@uwaterloo.ca>
Maintainer: Pierre Chausse <pchausse@uwaterloo.ca>
Description: It is a complete suite to estimate models based on moment
        conditions. It includes the two step Generalized method of
        moments (Hansen 1982; <doi:10.2307/1912775>), the iterated GMM
        and continuous updated estimator (Hansen, Eaton and Yaron 1996;
        <doi:10.2307/1392442>) and several methods that belong to the
        Generalized Empirical Likelihood family of estimators (Smith
        1997; <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997;
        <doi:10.1214/aos/1069362388>, Newey and Smith 2004;
        <doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005
        <doi:10.1111/j.1468-0262.2005.00601.x>).
Depends: R (>= 2.10.0), sandwich
NeedsCompilation: yes
Suggests: knitr, mvtnorm, car, stabledist, MASS, timeDate, timeSeries
Imports: stats, methods, grDevices, graphics
License: GPL (>= 2)
VignetteBuilder: knitr
Repository: https://pchausse.r-universe.dev
Date/Publication: 2024-02-02 16:05:15 UTC
RemoteUrl: https://github.com/pchausse/gmm
RemoteRef: HEAD
RemoteSha: 78616a898b9c5d714285aa20db6141bcbffb1ec0
Packaged: 2026-06-06 10:08:42 UTC; root