@article{JSSv034i11, title={Computing Generalized Method of Moments and Generalized Empirical Likelihood with R}, volume={34}, url={https://www.jstatsoft.org/index.php/jss/article/view/v034i11}, doi={10.18637/jss.v034.i11}, abstract={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 presented through several examples in economics and finance.}, number={11}, journal={Journal of Statistical Software}, author={Chaussé, Pierre}, year={2010}, pages={1–35} }