Пакунок: r-cran-gmm (1.6-2-2)

[ Source: r-cran-gmm  ]

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>).

Інші пакунки пов'язані з r-cran-gmm

• dep: r-api-3.5

  virtual package provided by r-base-core

• dep: r-base-core (>= 3.5.0-5)

  GNU R core of statistical computation and graphics system

• dep: r-cran-sandwich

  GNU R package for model-robust standard error estimates

• sug: r-cran-car

  GNU R Companion to Applied Regression by John Fox

• sug: r-cran-mass

  GNU R package of Venables and Ripley's MASS

• sug: r-cran-mvtnorm

  GNU R package to compute multivariate Normal and T distributions

• sug: r-cran-stabledist

  GNU R package for stable distribution functions

• sug: r-cran-timedate

  GNU R package for financial engineering -- timeDate

• sug: r-cran-timeseries

  GNU R package for financial engineering -- timeSeries

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