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gmm (version 0.1-0)
Generalized Method of Moments
Description
It estimates the parameters based on moment conditions using the Generalized method of moments (GMM) of Hansen(1982)
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Install
install.packages('gmm')
Monthly Downloads
13,820
Version
0.1-0
License
GPL (>= 2)
Maintainer
Pierre Chausse
Last Published
August 26th, 2025
Functions in gmm (0.1-0)
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HAC
Covariance matrix of weakly dependent time series
summary.gmm
Method for object of class gmm
gmm
Generalized method of moment estimation
weightsAndrews2
Kernel weights