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gmm (version 1.4-2)

FinRes: Method to finalize the result of the momentEstim method

Description

It computes the final results that will be needed to create the object of class gmm.).

Usage

## S3 method for class 'baseGmm.res':
FinRes(z, object, ...)

Arguments

z
An object of class determined by the method momentEstim.
object
An object produced my getModel
...
Other argument to be passed to other FinRes methods.

Value

  • It returns an object of class gmm. See gmm for more details.

References

Hansen, L.P. (1982), Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50, 1029-1054,

Hansen, L.P. and Heaton, J. and Yaron, A.(1996), Finit-Sample Properties of Some Alternative GMM Estimators. Journal of Business and Economic Statistics, 14 262-280.