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[ Source: r-cran-gmm  ]

Package: r-cran-gmm (1.6-4-1 and others)

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GNU R generalized method of moments and generalized empirical likelihood

This GNU R package 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>).

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Download r-cran-gmm

Download for all available architectures
Architecture Version Package Size Installed Size Files
alpha (unofficial port) 1.6-4-1+b1 1,340.1 kB1,484.0 kB [list of files]
amd64 1.6-4-1+b1 1,339.7 kB1,484.0 kB [list of files]
arm64 1.6-4-1+b1 1,339.2 kB1,480.0 kB [list of files]
armel 1.6-4-1+b1 1,340.3 kB1,479.0 kB [list of files]
armhf 1.6-4-1+b1 1,338.9 kB1,475.0 kB [list of files]
hppa (unofficial port) 1.6-4-1+b1 1,340.3 kB1,480.0 kB [list of files]
i386 1.6-4-1+b1 1,339.6 kB1,483.0 kB [list of files]
m68k (unofficial port) 1.6-4-1+b1 1,339.6 kB1,477.0 kB [list of files]
mips64el 1.6-4-1+b1 1,339.1 kB1,480.0 kB [list of files]
mipsel 1.6-4-1+b1 1,339.4 kB1,479.0 kB [list of files]
ppc64 (unofficial port) 1.6-4-1+b1 1,340.3 kB1,532.0 kB [list of files]
ppc64el 1.6-4-1+b1 1,340.5 kB1,532.0 kB [list of files]
riscv64 (unofficial port) 1.6-4-1+b1 1,339.1 kB1,475.0 kB [list of files]
s390x 1.6-4-1+b1 1,339.8 kB1,480.0 kB [list of files]
sh4 (unofficial port) 1.6-4-1+b1 1,341.6 kB1,481.0 kB [list of files]
sparc64 (unofficial port) 1.6-4-1+b1 1,339.2 kB1,484.0 kB [list of files]
x32 (unofficial port) 1.6-4-1+b1 1,341.6 kB1,485.0 kB [list of files]