Generalized Method of Moments and Generalized Empirical Likelihood


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Documentation for package ‘gmm’ version 1.4-5

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bread.gel Bread for sandwiches
bread.gmm Bread for sandwiches
charStable The characteristic function of a stable distribution
coef.gel Coefficients of GEL or GMM
coef.gmm Coefficients of GEL or GMM
confint.gel Confidence intervals for GMM or GEL
confint.gmm Confidence intervals for GMM or GEL
estfun.gel Extracts the empirical moment function
estfun.gmm Extracts the empirical moment function
estfun.gmmFct Extracts the empirical moment function
Finance Returns on selected stocks
FinRes.baseGmm.res Method to finalize the result of the momentEstim method
fitted.gel Fitted values of GEL and GMM
fitted.gmm Fitted values of GEL and GMM
formula.gel Formula method for gel and gmm objects
formula.gmm Formula method for gel and gmm objects
gel Generalized Empirical Likelihood estimation
getDat Extracting data from a formula
getLamb Solving for the Lagrange multipliers of Generalized Empirical Likelihood (GEL)
getModel.baseGel Method for setting the properties of a model
getModel.baseGmm Method for setting the properties of a model
getModel.constGmm Method for setting the properties of a model
gmm Generalized method of moment estimation
gmmWithConst Generalized method of moment estimation
KTest Compute the K statistics of Kleibergen
momentEstim.baseGel.mod Method for estimating models based on moment conditions
momentEstim.baseGel.modFormula Method for estimating models based on moment conditions
momentEstim.baseGmm.cue Method for estimating models based on moment conditions
momentEstim.baseGmm.cue.formula Method for estimating models based on moment conditions
momentEstim.baseGmm.iterative Method for estimating models based on moment conditions
momentEstim.baseGmm.iterative.formula Method for estimating models based on moment conditions
momentEstim.baseGmm.twoStep Method for estimating models based on moment conditions
momentEstim.baseGmm.twoStep.formula Method for estimating models based on moment conditions
plot.gel Plot Diagnostics for gel and gmm objects
plot.gmm Plot Diagnostics for gel and gmm objects
print.gel Printing a gmm or gel object
print.gmm Printing a gmm or gel object
print.gmmTests Compute the K statistics of Kleibergen
print.specTest Compute tests of specification
print.summary.gel Method for object of class gmm or gel
print.summary.gmm Method for object of class gmm or gel
print.summary.tsls Method for object of class gmm or gel
residuals.gel Residuals of GEL or GMM
residuals.gmm Residuals of GEL or GMM
smoothG Kernel smoothing of a matrix of time series
specTest Compute tests of specification
specTest.gel Compute tests of specification
specTest.gmm Compute tests of specification
summary.gel Method for object of class gmm or gel
summary.gmm Method for object of class gmm or gel
summary.tsls Method for object of class gmm or gel
tsls Two stage least squares estimation
vcov.gel Variance-covariance matrix of GMM or GEL
vcov.gmm Variance-covariance matrix of GMM or GEL