FinRes.baseGmm.res

It computes the final results that will be needed to create the object of class <code>gmm</code>.).

FinRes

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>).

Pierre Chausse

Generalized Method of Moments and Generalized Empirical
Likelihood

FinRes function

<dl><dt>z</dt>
<dd>An object of class determined by the method <code>momentEstim</code>.</dd><dt>object</dt>
<dd>An object produced my <code>getModel</code></dd><dt>...</dt>
<dd>Other argument to be passed to other <code>FinRes</code> methods.</dd></dl>

Arguments

Method to finalize the result of the momentEstim method — FinRes

<dl>

<dt>z</dt>
<dd>An object of class determined by the method <code>momentEstim</code>.</dd>

<dt>object</dt>
<dd>An object produced my <code>getModel</code></dd>

<dt>...</dt>
<dd>Other argument to be passed to other <code>FinRes</code> methods.</dd>

</dl>

FinRes: Method to finalize the result of the momentEstim method

Description

Usage

Value

Arguments

References