gmm (1.65)
Generalized Method of Moments and Generalized Empirical Likelihood.
http://cran.rproject.org/web/packages/gmm
It is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; ), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; ) and several methods that belong to the Generalized Empirical Likelihood family of estimators (Smith 1997; , Kitamura 1997; , Newey and Smith 2004; , and Anatolyev 2005 ).
Maintainer:
Pierre Chausse
Author(s): Pierre Chausse <pchausse@uwaterloo.ca>
License: GPL (>= 2)
Uses: sandwich, car, mvtnorm, timeDate, timeSeries, MASS, stabledist
Reverse depends: tmvtnorm
Reverse suggests: broom, ggstatsplot, mev, tonymisc
Reverse enhances: stargazer, texreg
Released 4 days ago.
22 previous versions
 gmm_1.64. Released 6 months ago.
 gmm_1.62. Released about 2 years ago.
 gmm_1.61. Released almost 3 years ago.
 gmm_1.52. Released about 5 years ago.
 gmm_1.51. Released over 5 years ago.
 gmm_1.50. Released over 6 years ago.
 gmm_1.45. Released over 7 years ago.
 gmm_1.44. Released over 7 years ago.
 gmm_1.43. Released over 7 years ago.
 gmm_1.42. Released almost 8 years ago.
 gmm_1.41. Released about 8 years ago.
 gmm_1.40. Released about 8 years ago.
 gmm_1.38. Released almost 9 years ago.
 gmm_1.36. Released about 9 years ago.
 gmm_1.35. Released about 9 years ago.
 gmm_1.33. Released over 9 years ago.
 gmm_1.32. Released about 10 years ago.
 gmm_1.30. Released over 10 years ago.
 gmm_1.11. Released over 10 years ago.
 gmm_1.10. Released almost 11 years ago.
 gmm_1.07. Released almost 11 years ago.
 gmm_1.06. Released about 11 years ago.
Ratings
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Reviews

numerically unstable
The structural of the calling function is fine, though a little bit awkward.
A more severe problem is the numerical stability. In my experience,...
FrankShi did not rate gmm (1.36). Read the full review.
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