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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
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providing 
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