R: Generalized Method of Moments and Generalized Empirical Likelihood

# Generalized Method of Moments and Generalized Empirical Likelihood

## Documentation for package ‘gmm’ version 1.9-1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS

## Help Pages

ATEgel | ATE with Generalized Empirical Likelihood estimation
bread.gel | Bread for sandwiches
bread.gmm | Bread for sandwiches
bread.tsls | Bread for sandwiches
bwWilhelm | Wilhelm (2015) bandwidth selection
charStable | The characteristic function of a stable distribution
checkConv | ATE with Generalized Empirical Likelihood estimation
coef.gel | Coefficients of GEL or GMM
coef.gmm | Coefficients of GEL or GMM
confint.ategel | Confidence intervals for GMM or GEL
confint.gel | Confidence intervals for GMM or GEL
confint.gmm | Confidence intervals for GMM or GEL
estfun.gel | Extracts the empirical moment function
estfun.gmm | Extracts the empirical moment function
estfun.gmmFct | Extracts the empirical moment function
estfun.tsls | Extracts the empirical moment function
evalGel | Generalized Empirical Likelihood estimation
evalGmm | Generalized method of moment estimation
Finance | Returns on selected stocks
FinRes.baseGmm.res | Method to finalize the result of the momentEstim method
fitted.gel | Fitted values of GEL and GMM
fitted.gmm | Fitted values of GEL and GMM
five | Generalized method of moment estimation for system of equations
formula.gel | Formula method for gel and gmm objects
formula.gmm | Formula method for gel and gmm objects
gel | Generalized Empirical Likelihood estimation
getDat | Extracting data from a formula
getImpProb | Implied Probabilities
getImpProb.gel | Implied Probabilities
getLamb | Solving for the Lagrange multipliers of Generalized Empirical Likelihood (GEL)
getModel.ateGel | Method for setting the properties of a model
getModel.baseGel | Method for setting the properties of a model
getModel.baseGmm | Method for setting the properties of a model
getModel.constGel | Method for setting the properties of a model
getModel.constGmm | Method for setting the properties of a model
getModel.sysGmm | Method for setting the properties of a model
getModel.tsls | Method for setting the properties of a model
gmm | Generalized method of moment estimation
gmmWithConst | Generalized method of moment estimation
Growth | Growth Data
KTest | Compute the K statistics of Kleibergen
marginal | Marginal effects Summary
marginal.ategel | Marginal effects Summary
model.matrix.tsls | Extracts the empirical moment function
momentEstim.baseGel.eval | Method for estimating models based on moment conditions
momentEstim.baseGel.mod | Method for estimating models based on moment conditions
momentEstim.baseGel.modFormula | Method for estimating models based on moment conditions
momentEstim.baseGmm.cue | Method for estimating models based on moment conditions
momentEstim.baseGmm.cue.formula | Method for estimating models based on moment conditions
momentEstim.baseGmm.eval | Method for estimating models based on moment conditions
momentEstim.baseGmm.iterative | Method for estimating models based on moment conditions
momentEstim.baseGmm.iterative.formula | Method for estimating models based on moment conditions
momentEstim.baseGmm.twoStep | Method for estimating models based on moment conditions
momentEstim.baseGmm.twoStep.formula | Method for estimating models based on moment conditions
momentEstim.sysGmm.twoStep.formula | Method for estimating models based on moment conditions
momentEstim.tsls.twoStep.formula | Method for estimating models based on moment conditions
nsw | Lalonde subsample of the National Supported Work Demonstration Data (NSW)
plot.gel | Plot Diagnostics for gel and gmm objects
plot.gmm | Plot Diagnostics for gel and gmm objects
print.confint | Confidence intervals for GMM or GEL
print.gel | Printing a gmm or gel object
print.gmm | Printing a gmm or gel object
print.gmmTests | Compute the K statistics of Kleibergen
print.specTest | Compute tests of specification
print.summary.gel | Method for object of class gmm or gel
print.summary.gmm | Method for object of class gmm or gel
print.summary.sysGmm | Method for object of class gmm or gel
print.summary.tsls | Method for object of class gmm or gel
print.sysGmm | Printing a gmm or gel object
randEffect | Generalized method of moment estimation for system of equations
residuals.gel | Residuals of GEL or GMM
residuals.gmm | Residuals of GEL or GMM
smoothG | Kernel smoothing of a matrix of time series
specTest | Compute tests of specification
specTest.gel | Compute tests of specification
specTest.gmm | Compute tests of specification
summary.ategel | Method for object of class gmm or gel
summary.gel | Method for object of class gmm or gel
summary.gmm | Method for object of class gmm or gel
summary.sysGmm | Method for object of class gmm or gel
summary.tsls | Method for object of class gmm or gel
sur | Generalized method of moment estimation for system of equations
sysGmm | Generalized method of moment estimation for system of equations
threeSLS | Generalized method of moment estimation for system of equations
tsls | Two stage least squares estimation
vcov.ategel | Variance-covariance matrix of GMM or GEL
vcov.gel | Variance-covariance matrix of GMM or GEL
vcov.gmm | Variance-covariance matrix of GMM or GEL
vcov.tsls | Variance-covariance matrix of GMM or GEL
wage | Labor Data