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[ 源代码: r-cran-gmm  ]

软件包:r-cran-gmm(1.6-4-1)

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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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硬件架构 软件包大小 安装后大小 文件
amd64 1,342.0 kB1,485.0 kB [文件列表]
arm64 1,341.9 kB1,481.0 kB [文件列表]
armel 1,342.6 kB1,480.0 kB [文件列表]
armhf 1,340.7 kB1,476.0 kB [文件列表]
i386 1,342.7 kB1,484.0 kB [文件列表]
mips64el 1,342.0 kB1,481.0 kB [文件列表]
mipsel 1,341.6 kB1,480.0 kB [文件列表]
ppc64el 1,342.3 kB1,533.0 kB [文件列表]
s390x 1,341.6 kB1,481.0 kB [文件列表]