gmm (1.1-0)

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 (GMM) of Hansen(1982), the iterated GMM and continuous updated estimator (CUE) of Hansen-Eaton-Yaron(1996) and several methods that belong to the Generalized Empirical Likelihood (GEL) family of estimators, as presented by Smith(1997), Kitamura(1997), Newey-Smith(2004) and Anatolyev(2005).

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

License: GPL (>= 2)

Uses: car, fBasics, mvtnorm, timeDate, timeSeries
Reverse depends: tmvtnorm
Reverse suggests: broom, ggstatsplot, mev, tonymisc
Reverse enhances: stargazer, texreg

Released about 10 years ago.