gmm (version 1.6-2)

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 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.