Last data update: 2014.03.03

gmm

Package: gmm
Version: 1.5-2
Date: 2015-02-02
Title: Generalized Method of Moments and Generalized Empirical
Likelihood
Author: Pierre Chausse <pchausse@uwaterloo.ca>
Maintainer: Pierre Chausse <pchausse@uwaterloo.ca>
Description: 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).
Depends: R (>= 2.10.0), sandwich
Suggests: mvtnorm, car, stabledist, MASS, timeDate, timeSeries
Imports: stats
License: GPL (>= 2)
Repository: CRAN
Repository/R-Forge/Project: gmm
Repository/R-Forge/Revision: 77
Repository/R-Forge/DateTimeStamp: 2015-02-13 20:51:24
Date/Publication: 2015-03-17 22:42:51
Packaged: 2015-02-13 21:05:43 UTC; rforge
NeedsCompilation: no

● Cran Task View: Econometrics, Finance
● 0 images, 23 functions, 1 datasets
Reverse Depends: 2

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'gmm' ...
** package 'gmm' successfully unpacked and MD5 sums checked
** R
** data
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'gmm'
    finding HTML links ... done
    FinRes                                  html  
    Finance                                 html  
    KTest                                   html  
    bread                                   html  
    charStable                              html  
    coef                                    html  
    confint                                 html  
    estfun                                  html  
    finding level-2 HTML links ... done

    fitted                                  html  
    formula                                 html  
    gel                                     html  
    getDat                                  html  
    getLamb                                 html  
    getModel                                html  
    gmm                                     html  
    momentEstim                             html  
    plot                                    html  
    print                                   html  
    residuals                               html  
    smoothG                                 html  
    specTest                                html  
    summary                                 html  
    tsls                                    html  
    vcov                                    html  
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (gmm)
Making 'packages.html' ... done