|Title:||Computing Generalized Method of Moments and Generalized Empirical Likelihood with R|
|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 offered on the theoretical aspects of both methods and the functionality of the package is presented through several examples in economics and finance.|
Page views:: 7290. Submitted: 2009-08-26. Published: 2010-05-31.
Computing Generalized Method of Moments and Generalized Empirical Likelihood with R
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.