# gmm v1.6-2

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## Generalized Method of Moments and Generalized Empirical Likelihood

It is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; <doi:10.2307/1912775>), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; <doi:10.2307/1392442>) and several methods that belong to the Generalized Empirical Likelihood family of estimators (Smith 1997; <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997; <doi:10.1214/aos/1069362388>, Newey and Smith 2004; <doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005 <doi:10.1111/j.1468-0262.2005.00601.x>).

## Functions in gmm

 Name Description estfun Extracts the empirical moment function momentEstim Method for estimating models based on moment conditions smoothG Kernel smoothing of a matrix of time series specTest Compute tests of specification getModel Method for setting the properties of a model charStable The characteristic function of a stable distribution nsw Lalonde subsample of the National Supported Work Demonstration Data (NSW) coef Coefficients of GEL or GMM Finance Returns on selected stocks plot Plot Diagnostics for gel and gmm objects bread Bread for sandwiches bwWilhelm Wilhelm (2015) bandwidth selection fitted Fitted values of GEL and GMM formula Formula method for gel and gmm objects print Printing a gmm or gel object sysGmm Generalized method of moment estimation for system of equations gmm Generalized method of moment estimation Growth Growth Data summary Method for object of class gmm or gel gel Generalized Empirical Likelihood estimation KTest Compute the K statistics of Kleibergen getDat Extracting data from a formula residuals Residuals of GEL or GMM tsls Two stage least squares estimation wage Labor Data vcov Variance-covariance matrix of GMM or GEL confint Confidence intervals for GMM or GEL ATEgel ATE with Generalized Empirical Likelihood estimation FinRes Method to finalize the result of the momentEstim method getLamb Solving for the Lagrange multipliers of Generalized Empirical Likelihood (GEL) marginal Marginal effects Summary No Results!