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 |