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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 07 Jun. 2026.
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), 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
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