Computing Generalized Method of Moments and Generalized Empirical Likelihood with R
By: Researcher
Disclaimer: The provided code links for this paper are external links. Science Nest has no responsibility for the accuracy, legality or content of these links. Also, by downloading this code(s), you agree to comply with the terms of use as set out by the author(s) of the code(s).
| Authors | Pierre Chauss |
| Journal/Conference Name | Journal of Statistical Software |
| Paper Category | Other |
| Paper Abstract | This paper shows how to estimate models by the generalized method of moments and the generalized empirical likelihood using the R package gmm. A brief discussion is oered on the theoretical aspects of both methods and the functionality of the package is presented through several examples in economics and nance. It is a modied version of Chauss e (2010) published in the Journal of Statistical Software. It has been adapted to the version 1.4-0. |
| Date of publication | 2010 |
| Code Programming Language | R |
| Comment |
Copyright Researcher 2022