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", "1.9-1")



Attach the package and use:
library("gmm")
Maintained by
Pierre Chausse
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2008-10-19
Latest Update: 2025-09-03
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 1.9-1, https://cran.r-project.org/web/packages/gmm. Accessed 17 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:44), 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), 1.8 (2023-06-06 17:50)
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

Today's Hot Picks in Authors and Packages

VFS  
Vegetated Filter Strip and Erosion Model
Empirical models for runoff, erosion, and phosphorus loss across a vegetated filter strip, given sl ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
rt.test  
Robustified t-Test
Performs one-sample t-test based on robustified statistics using median/MAD (TA) and Hodges-Lehmann/ ...
Download / Learn more Package Citations See dependency  
VEwaningVariant  
Vaccine Efficacy Over Time - Variant Aware
Implements methods for inference on potential waning of vaccine efficacy and for estimation of vacci ...
Download / Learn more Package Citations See dependency  
FastKNN  
Fast k-Nearest Neighbors
Compute labels for a test set according to the k-Nearest Neighbors classification. This is a fast wa ...
Download / Learn more Package Citations See dependency  
alabama  
Constrained Nonlinear Optimization
Augmented Lagrangian Adaptive Barrier Minimization Algorithm for optimizing smooth nonlinear object ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

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