|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:: 9664. Submitted: 2009-08-26. Published: 2010-05-31.
Computing Generalized Method of Moments and Generalized Empirical Likelihood with R
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