Finance

Daily returns on selected stocks, the Market portfolio and factors of Fama and French from 1993-01-05 to 2009-01-30 for CAPM and APT analysis

datasets

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).

Pierre Chausse

Generalized Method of Moments and Generalized Empirical
        Likelihood

Finance function

<url>http://ca.finance.yahoo.com/</url> and <url>http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/</url>

Finance: Returns on selected stocks

Description

Usage

Arguments

source