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Generalized method of moments

Generalized method of moments: Project Home – R-Forge

Project description

This package offers a complete set of tools to estimate models based on moment conditions. It includes the generalized method of moments (GMM) and the generalized empirical likelihood (GEL).

Project Information

Development Status : 4 - Beta
Intended Audience : Developers
Intended Audience : End Users/Desktop
License : OSI Approved : GNU General Public License (GPL)
Natural Language : English
Programming Language : R
Topic : Econometrics : Further Regression Models
Topic : Econometrics : Microeconometrics
Topic : Finance : Time Series

Registered: 2009-09-03 14:03
Activity Ranking: 0
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Pierre Chaussé

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Thanks to:

Vienna University of Economics and Business

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