Computing Generalized Method of Moments and Generalized Empirical Likelihood with R
This paper shows how to estimate models by the generalized method of moments and the generalized empirical likelihood using the <b>R</b> package <b>gmm<b/>. A brief discussion is offered on the theoretical aspects of both methods and the functionality of the package is presen...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2010-10-01
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| Series: | Journal of Statistical Software |
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| Online Access: | http://www.jstatsoft.org/v34/i11/paper |