gmm (1.6-1)

Generalized Method of Moments and Generalized Empirical Likelihood.

It is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; ), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; ) and several methods that belong to the Generalized Empirical Likelihood family of estimators (Smith 1997; , Kitamura 1997; , Newey and Smith 2004; , and Anatolyev 2005 ).

Maintainer: Pierre Chausse
Author(s): Pierre Chausse <>

License: GPL (>= 2)

Uses: sandwich, car, mvtnorm, timeDate, timeSeries, MASS, stabledist
Reverse depends: tmvtnorm
Reverse suggests: broom, tonymisc
Reverse enhances: stargazer, texreg

Released about 1 month ago.