It estimates a model which is caracterized by the method getModel (see details).
# S3 method for baseGmm.twoStep
momentEstim(object, ...)
# S3 method for baseGmm.twoStep.formula
momentEstim(object, ...)
# S3 method for sysGmm.twoStep.formula
momentEstim(object, ...)
# S3 method for tsls.twoStep.formula
momentEstim(object, ...)
# S3 method for baseGmm.iterative.formula
momentEstim(object, ...)
# S3 method for baseGmm.iterative
momentEstim(object, ...)
# S3 method for baseGmm.cue.formula
momentEstim(object, ...)
# S3 method for baseGmm.cue
momentEstim(object, ...)
# S3 method for baseGmm.eval
momentEstim(object, ...)
# S3 method for baseGel.mod
momentEstim(object, ...)
# S3 method for baseGel.modFormula
momentEstim(object, ...)
# S3 method for baseGel.eval
momentEstim(object, ...)An object created by the method getModel
Other arguments when momentEstim is applied to an other class object
It returns an object of class determined by the argument "TypeGMM" of gmm. By default, it is of class baseGmm.res. It estimates the model and organize the results that will be finalized by the method FinRes. More methods can be created in order to use other GMM methods not yet included in the package.
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.