It computes the final results that will be needed to create the object of class gmm
.).
# S3 method for baseGmm.res
FinRes(z, object, ...)
An object of class determined by the method momentEstim
.
An object produced my getModel
Other argument to be passed to other FinRes
methods.
It returns an object of class gmm
. See gmm
for more details.
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.