Authors: | Pierre Chaussé | ||||
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:: 10849. Submitted: 2009-08-26. Published: 2010-05-31. |
|||||
Paper: |
Computing Generalized Method of Moments and Generalized Empirical Likelihood with R
Download PDF
(Downloads: 11640)
|
||||
Supplements: |
| ||||
DOI: |
10.18637/jss.v034.i11
|
![]() 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. |