kweights2

a character specifying the kernel used. All kernels used
    are described in Andrews (1991).

kernel

logical. If set to <code>TRUE</code> the kernels are
   normalized as described in Andrews (1991).

normalize

Kernel weights for kernel-based heteroskedasticity
 and autocorrelation consistent (HAC) covariance matrix estimators
 as introduced by Andrews (1991). This function comes from the <code>sandwich</code> package.

regression

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).

kweights2: Kernel Weights

Description

Usage

Arguments

Value

References