Generalized Method of Moments and Generalized Empirical Likelihood


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Documentation for package ‘gmm’ version 1.0-4

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bwAndrews2 Kernel weights
bwNeweyWest2 Kernel weights
Finance Returns on selected stocks
gel Generalized Empirical Likelihood estimation
get_dat Extracting data from a formula
get_lamb Solving for the Lagrange multipliers of Generalized Empirical Likelihood (GEL)
gmm Generalized method of moment estimation
HAC Covariance matrix of weakly dependent time series
kweights Kernel weights
lintest Test of linear restrictions for "gmm" class objects
rho Objective function of Generalized Empirical Likelihood (GEL)
smooth_g Kernel smoothing of a matrix of time series
summary.gel Method for object of class gel
summary.gmm Method for object of class gmm
weightsAndrews2 Kernel weights