Other packages > Find by keyword >

gmm  

Generalized Method of Moments and Generalized Empirical Likelihood
View on CRAN: Click here


Download and install gmm package within the R console
Install from CRAN:
install.packages("gmm")

Install from Github:
library("remotes")
install_github("cran/gmm")

Install by package version:
library("remotes")
install_version("gmm", "1.8")



Attach the package and use:
library("gmm")
Maintained by
Pierre Chausse
[Scholar Profile | Author Map]
First Published: 2008-10-19
Latest Update: 2023-06-06
Description:
It is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; ), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; ) and several methods that belong to the Generalized Empirical Likelihood family of estimators (Smith 1997; , Kitamura 1997; , Newey and Smith 2004; , and Anatolyev 2005 ).
How to cite:
Pierre Chausse (2008). gmm: Generalized Method of Moments and Generalized Empirical Likelihood. R package version 1.8, https://cran.r-project.org/web/packages/gmm. Accessed 13 Apr. 2025.
Previous versions and publish date:
0.1-0 (2008-10-19 18:59), 1.0-0 (2008-11-24 10:27), 1.0-1 (2009-02-04 10:30), 1.0-2 (2009-03-05 09:30), 1.0-3 (2009-03-09 08:52), 1.0-4 (2009-03-11 10:44), 1.0-6 (2009-05-12 09:05), 1.0-7 (2009-07-02 08:51), 1.1-0 (2009-08-27 09:37), 1.1-1 (2009-09-07 21:17), 1.3-0 (2010-01-10 09:04), 1.3-2 (2010-05-25 17:52), 1.3-3 (2010-09-26 20:14), 1.3-5 (2011-03-27 20:21), 1.3-6 (2011-04-07 12:20), 1.3-8 (2011-07-28 20:15), 1.4-0 (2012-05-25 20:15), 1.4-1 (2012-05-30 17:38), 1.4-2 (2012-06-19 19:00), 1.4-3 (2012-09-23 15:39), 1.4-4 (2012-11-22 20:00), 1.4-5 (2013-01-11 16:13), 1.5-0 (2013-12-11 14:57), 1.5-1 (2015-02-09 16:46), 1.5-2 (2015-03-17 22:42), 1.6-1 (2017-06-15 00:40), 1.6-2 (2018-03-15 23:51), 1.6-4 (2019-12-04 19:00), 1.6-5 (2020-05-28 10:20), 1.6-6 (2021-03-05 07:40), 1.7 (2022-08-12 14:40)
Other packages that cited gmm R package
View gmm citation profile
Other R packages that gmm depends, imports, suggests or enhances
Complete documentation for gmm
Functions, R codes and Examples using the gmm R package
Some associated functions: ATEgel . FinRes . Finance . KTest . bread . bwWilhelm . charStable . coef . confint . estfun . fitted . formula . gel . getDat . getImpProb . getLamb . getModel . gmm . growth . marginal . momentEstim . nsw . plot . print . residuals . smoothG . specTest . summary . sysGmm . tsls . vcov . wage . 
Some associated R codes: FinRes.R . Methods.gel.R . Methods.gmm.R . Methods.sysGmm.R . PlotMethods.R . ategel.R . bandwidth.R . charStable.R . gel.R . getModel.R . gmm.R . gmmTests.R . momentEstim.R . specTest.R . sysGmm.R .  Full gmm package functions and examples
Downloads during the last 30 days
03/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/3104/0104/0204/0304/0404/0504/0604/0704/0804/0904/1004/11Downloads for gmm100200300400500600700800900TrendBars

Today's Hot Picks in Authors and Packages

ggprism  
A 'ggplot2' Extension Inspired by 'GraphPad Prism'
Provides various themes, palettes, and other functions that are used to customise ggplots to look l ...
Download / Learn more Package Citations See dependency  
LDABiplots  
Biplot Graphical Interface for LDA Models
Contains the development of a tool that provides a web-based graphical user interface (GUI) to perf ...
Download / Learn more Package Citations See dependency  
COMPoissonReg  
Conway-Maxwell Poisson (COM-Poisson) Regression
Fit Conway-Maxwell Poisson (COM-Poisson or CMP) regression models to count data (Sellers & Shmueli, ...
Download / Learn more Package Citations See dependency  
SPOTMisc  
Misc Extensions for the "SPOT" Package
Implements additional models, simulation tools, and interfaces as extensions to 'SPOT'. It provides ...
Download / Learn more Package Citations See dependency  
MLeval  
Machine Learning Model Evaluation
Straightforward and detailed evaluation of machine learning models. 'MLeval' can produce receiver op ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  

24,012

R Packages

207,311

Dependencies

64,867

Author Associations

24,013

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA