gmm

It 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).

Last 30 days

This package has been downloaded 9,453 times in the last 30 days. A solid achievement! Enough downloads to get noticed at department meetings. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 278 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 90,545 times in the last 365 days. An impressive feat! Enough downloads to make even seasoned academics take note. The day with the most downloads was Nov 14, 2024 with 517 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.