[ 原始碼： r-cran-gmm ]
套件：r-cran-gmm（1.6-2-2）
GNU R generalized method of moments and generalized empirical likelihood
This GNU R package is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; <doi:10.2307/1912775>), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; <doi:10.2307/1392442>) and several methods that belong to the Generalized Empirical Likelihood family of estimators (Smith 1997; <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997; <doi:10.1214/aos/1069362388>, Newey and Smith 2004; <doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005 <doi:10.1111/j.1468-0262.2005.00601.x>).
其他與 r-cran-gmm 有關的套件
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- dep: r-api-3.5
- 本虛擬套件由這些套件填實： r-base-core
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- dep: r-base-core (>= 3.5.0-5)
- GNU R core of statistical computation and graphics system
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- dep: r-cran-sandwich
- GNU R package for model-robust standard error estimates
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- sug: r-cran-car
- GNU R Companion to Applied Regression by John Fox
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- sug: r-cran-mass
- GNU R package of Venables and Ripley's MASS
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- sug: r-cran-mvtnorm
- GNU R package to compute multivariate Normal and T distributions
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- sug: r-cran-stabledist
- GNU R package for stable distribution functions
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- sug: r-cran-timedate
- GNU R package for financial engineering -- timeDate
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- sug: r-cran-timeseries
- GNU R package for financial engineering -- timeSeries