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momentfit
Methods of Moments
View on CRAN: Click
here
Download and install momentfit package within the R console
Install from CRAN:
install.packages("momentfit")
Install from Github:
library("remotes")
install_github("cran/momentfit") Install by package version:
library("remotes")
install_version("momentfit", "1.0") Attach the package and use:
library("momentfit")
Maintained by
Pierre Chausse
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-01-31
Latest Update: 2025-09-03
Description:
Several classes for moment-based models are defined. The classes are defined for moment conditions derived from a single equation or a system of equations. The conditions can also be expressed as functions or formulas. Several methods are also offered to facilitate the development of different estimation techniques. The methods that are currently provided are the Generalized method of moments (Hansen 1982; ), for single equations and systems of equation, and the Generalized Empirical Likelihood (Smith 1997; , Kitamura 1997; , Newey and Smith 2004; , and Anatolyev 2005 ).
How to cite:
Pierre Chausse (2020). momentfit: Methods of Moments. R package version 1.0, https://cran.r-project.org/web/packages/momentfit. Accessed 06 Mar. 2026.
Previous versions and publish date:
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Complete documentation for momentfit
Functions, R codes and Examples using
the momentfit R package
Some associated functions: CigarettesSW . ConsumptionG . DWH-methods . Dresiduals-methods . Griliches . HealthRWM . Klein . LabourCR . ManufactCost . Mroz . ThreeSLS-methods . allNLModel-class . bread-methods . coef-methods . confint-class . confint-methods . estfun-methods . evalDMoment-methods . evalGel-methods . evalGelObj-methods . evalGmm-methods . evalGmmObj-methods . evalMoment-methods . evalWeights-methods . formulaModel-class . functionModel-class . gel4 . gelFit-methods . gelfit-class . getImpProb-methods . getRestrict-methods . gmm4 . gmmFit-methods . gmmfit-class . hypothesisTest-class . hypothesisTest-methods . kernapply-methods . lambdaAlgo . linearModel-class . mconfint-class . meatGmm-methods . merge-methods . model.matrix-methods . modelDims-methods . modelResponse-methods . momFct-methods . momentModel-class . momentModel . momentStrength-methods . momentWeights-class . nonlinearModel-class . plot-methods . print-methods . printRestrict-methods . quadra-methods . regModel-class . residuals-methods . restModel-methods . rformulaModel-class . rfunctionModel-class . rhoFct . rlinearModel-class . rmomentModel-class . rnonlinearModel-class . rslinearModel-class . rsnonlinearModel-class . rsysModel-class . sSpec-class . setCoef-methods . sfunctionModel-class . sgmmfit-class . show-methods . simData . slinearModel-class . snonlinearModel-class . solveGel-methods . solveGmm-methods . specTest-class . specTest-methods . stsls-class . subsetting . summary-methods . summaryGel-class . summaryGmm-class . summarySysGmm-class . sysModel-class . sysMomentModel . sysMomentWeights-class . systemGmm . tsls-class . tsls-methods . update-methods . vcov-methods . vcovHAC-methods .
Some associated R codes: allClasses.R . gel.R . gel4.R . gelfit-methods.R . gmm4.R . gmmfit-methods.R . hypothesisTest-methods.R . momentData.R . momentModel-methods.R . momentModel.R . momentWeights-methods.R . rModel-methods.R . rsysMomentModel-methods.R . sgmmfit-methods.R . specTest-methods.R . summary-methods.R . sysMomentModel-methods.R . sysMomentModel.R . validity.R . Full momentfit package functions and examples
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