Generalized Method of Moments and Generalized Empirical Likelihood


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Documentation for package ‘gmm’ version 1.1-1

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bwAndrews2 Kernel weights
bwNeweyWest2 Kernel weights
charStable The characteristic function of a stable distribution
coef.gel Coefficient of GEL
coef.gmm Coefficients of GMM
confint.gel Confidence intervals for GEL
confint.gmm Confidence intervals for gmm
Finance Returns on selected stocks
fitted.gel Fitted values of GEL
fitted.gmm Fitted values of GMM
formula.gel Formula method for gel objects
formula.gmm Formula method for gmm objects
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
kweights2 Kernel Weights
plot.gel Plot Diagnostics for a gel Object
plot.gmm Plot Diagnostics for a gmm Object
print.gel Printing a gel object
print.gmm Printing a gmm object
print.summary.gel Printing the summary of gel
print.summary.gmm Printing the summary of gmm
residuals.gel Residuals of GEL
residuals.gmm Residuals of GMM
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
vcov.gel Variance-covariance matrix of GEL
vcov.gmm Variance-covariance matrix of GMM
weightsAndrews2 Kernel weights