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gmm (version 1.6-2)
Generalized Method of Moments and Generalized Empirical
Likelihood
Description
It is a complete suite to estimate models based on moment
conditions. It includes the two step Generalized method of
moments (Hansen 1982; ), the iterated GMM and continuous
updated estimator (Hansen, Eaton and Yaron 1996; ) and several
methods that belong to the Generalized Empirical Likelihood
family of estimators (Smith 1997; ,
Kitamura 1997; , Newey and Smith 2004; ,
and Anatolyev 2005 ).