Package: momentfit
Version: 0.5
Date: 2023-06-04
Title: Methods of Moments
Author: Pierre Chausse <pchausse@uwaterloo.ca>
Maintainer: Pierre Chausse <pchausse@uwaterloo.ca>
Description: Several classes for moment-based models are defined. The
        classes are defined for moment conditions derived from a single
        equation or a system of equations. The conditions can also be
        expressed as functions or formulas. Several methods are also
        offered to facilitate the development of different estimation
        techniques. The methods that are currently provided are the
        Generalized method of moments (Hansen 1982;
        <doi:10.2307/1912775>), for single equations and systems of
        equation, and the Generalized Empirical Likelihood (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 (>= 3.0.0), sandwich
Imports: stats, methods, parallel
Suggests: lmtest, knitr, texreg
Collate: 'allClasses.R' 'validity.R' 'momentData.R'
        'momentModel-methods.R' 'momentModel.R'
        'momentWeights-methods.R' 'gmmfit-methods.R'
        'specTest-methods.R' 'summary-methods.R' 'rModel-methods.R'
        'hypothesisTest-methods.R' 'sysMomentModel.R'
        'sysMomentModel-methods.R' 'rsysMomentModel-methods.R'
        'sgmmfit-methods.R' 'gmm4.R' 'gel.R' 'gelfit-methods.R'
        'gel4.R'
License: GPL (>= 2)
NeedsCompilation: yes
VignetteBuilder: knitr
Repository: https://pchausse.r-universe.dev
Date/Publication: 2024-02-02 16:07:19 UTC
RemoteUrl: https://github.com/pchausse/momentfit
RemoteRef: HEAD
RemoteSha: cf29b1a61c8c0083f904d8d51402d44cb0e3327b
Packaged: 2026-07-04 07:03:56 UTC; root