gmm (Q27784): Difference between revisions

← Older edit

@@ Property / last update @@
-August 2022Timestamp +2022-08-12T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-08-12T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 12 August 2022 / rank @@
-Normal rank
@@ Property / imports @@
-stats
@@ Property / imports: stats / rank @@
-Normal rank
@@ Property / imports @@
-methods
@@ Property / imports: methods / rank @@
-Normal rank
@@ Property / imports @@
-graphics
@@ Property / imports: graphics / rank @@
-Normal rank
@@ Property / imports @@
-grDevices
@@ Property / imports: grDevices / rank @@
-Normal rank
@@ Property / cites work @@
-Large Sample Properties of Generalized Method of Moments Estimators
-Normal rank
@@ Property / cites work @@
-Finite-Sample Properties of Some Alternative GMM Estimators
-Normal rank
@@ Property / cites work @@
-Alternative Semi‐parametric Likelihood Approaches to Generalised Method of Moments Estimation
-Normal rank
@@ Property / cites work @@
-Empirical likelihood methods with weakly dependent processes
-Normal rank
@@ Property / cites work @@
-Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
-Normal rank
@@ Property / cites work @@
-GMM, GEL, Serial Correlation, and Asymptotic Bias
@@ Property / cites work: GMM, GEL, Serial Correlation, and Asymptotic Bias / rank @@
-Normal rank
@@ Property / depends on software @@
-sandwich
@@ Property / depends on software: sandwich / rank @@
-Normal rank
@@ Property / software version identifier @@
+.1-0
@@ Property / software version identifier: 0.1-0 / rank @@
+Normal rank
@@ Property / software version identifier: 0.1-0 / qualifier @@
+publication date: 19 October 2008Timestamp +2008-10-19T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2008-10-19T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0-0
@@ Property / software version identifier: 1.0-0 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0-0 / qualifier @@
+publication date: 24 November 2008Timestamp +2008-11-24T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2008-11-24T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0-1
@@ Property / software version identifier: 1.0-1 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0-1 / qualifier @@
+publication date: 4 February 2009Timestamp +2009-02-04T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2009-02-04T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0-2
@@ Property / software version identifier: 1.0-2 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0-2 / qualifier @@
+publication date: 5 March 2009Timestamp +2009-03-05T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2009-03-05T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0-3
@@ Property / software version identifier: 1.0-3 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0-3 / qualifier @@
+publication date: 9 March 2009Timestamp +2009-03-09T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2009-03-09T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0-4
@@ Property / software version identifier: 1.0-4 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0-4 / qualifier @@
+publication date: 11 March 2009Timestamp +2009-03-11T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2009-03-11T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0-6
@@ Property / software version identifier: 1.0-6 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0-6 / qualifier @@
+publication date: 12 May 2009Timestamp +2009-05-12T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2009-05-12T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0-7
@@ Property / software version identifier: 1.0-7 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0-7 / qualifier @@
+publication date: 2 July 2009Timestamp +2009-07-02T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2009-07-02T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.1-0
@@ Property / software version identifier: 1.1-0 / rank @@
+Normal rank
@@ Property / software version identifier: 1.1-0 / qualifier @@
+publication date: 27 August 2009Timestamp +2009-08-27T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2009-08-27T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.1-1
@@ Property / software version identifier: 1.1-1 / rank @@
+Normal rank
@@ Property / software version identifier: 1.1-1 / qualifier @@
+publication date: 7 September 2009Timestamp +2009-09-07T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2009-09-07T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.3-0
@@ Property / software version identifier: 1.3-0 / rank @@
+Normal rank
@@ Property / software version identifier: 1.3-0 / qualifier @@
+publication date: 10 January 2010Timestamp +2010-01-10T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2010-01-10T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.3-2
@@ Property / software version identifier: 1.3-2 / rank @@
+Normal rank
@@ Property / software version identifier: 1.3-2 / qualifier @@
+publication date: 25 May 2010Timestamp +2010-05-25T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2010-05-25T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.3-3
@@ Property / software version identifier: 1.3-3 / rank @@
+Normal rank
@@ Property / software version identifier: 1.3-3 / qualifier @@
+publication date: 26 September 2010Timestamp +2010-09-26T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2010-09-26T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.3-5
@@ Property / software version identifier: 1.3-5 / rank @@
+Normal rank
@@ Property / software version identifier: 1.3-5 / qualifier @@
+publication date: 27 March 2011Timestamp +2011-03-27T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2011-03-27T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.3-6
@@ Property / software version identifier: 1.3-6 / rank @@
+Normal rank
@@ Property / software version identifier: 1.3-6 / qualifier @@
+publication date: 7 April 2011Timestamp +2011-04-07T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2011-04-07T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.3-8
@@ Property / software version identifier: 1.3-8 / rank @@
+Normal rank
@@ Property / software version identifier: 1.3-8 / qualifier @@
+publication date: 28 July 2011Timestamp +2011-07-28T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2011-07-28T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.4-0
@@ Property / software version identifier: 1.4-0 / rank @@
+Normal rank
@@ Property / software version identifier: 1.4-0 / qualifier @@
+publication date: 25 May 2012Timestamp +2012-05-25T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2012-05-25T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.4-1
@@ Property / software version identifier: 1.4-1 / rank @@
+Normal rank
@@ Property / software version identifier: 1.4-1 / qualifier @@
+publication date: 30 May 2012Timestamp +2012-05-30T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2012-05-30T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.4-2
@@ Property / software version identifier: 1.4-2 / rank @@
+Normal rank
@@ Property / software version identifier: 1.4-2 / qualifier @@
+publication date: 19 June 2012Timestamp +2012-06-19T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2012-06-19T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.4-3
@@ Property / software version identifier: 1.4-3 / rank @@
+Normal rank
@@ Property / software version identifier: 1.4-3 / qualifier @@
+publication date: 23 September 2012Timestamp +2012-09-23T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2012-09-23T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.4-4
@@ Property / software version identifier: 1.4-4 / rank @@
+Normal rank
@@ Property / software version identifier: 1.4-4 / qualifier @@
+publication date: 22 November 2012Timestamp +2012-11-22T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2012-11-22T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.4-5
@@ Property / software version identifier: 1.4-5 / rank @@
+Normal rank
@@ Property / software version identifier: 1.4-5 / qualifier @@
+publication date: 11 January 2013Timestamp +2013-01-11T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2013-01-11T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.5-0
@@ Property / software version identifier: 1.5-0 / rank @@
+Normal rank
@@ Property / software version identifier: 1.5-0 / qualifier @@
+publication date: 11 December 2013Timestamp +2013-12-11T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2013-12-11T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.5-1
@@ Property / software version identifier: 1.5-1 / rank @@
+Normal rank
@@ Property / software version identifier: 1.5-1 / qualifier @@
+publication date: 9 February 2015Timestamp +2015-02-09T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2015-02-09T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.5-2
@@ Property / software version identifier: 1.5-2 / rank @@
+Normal rank
@@ Property / software version identifier: 1.5-2 / qualifier @@
+publication date: 17 March 2015Timestamp +2015-03-17T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2015-03-17T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.6-1
@@ Property / software version identifier: 1.6-1 / rank @@
+Normal rank
@@ Property / software version identifier: 1.6-1 / qualifier @@
+publication date: 15 June 2017Timestamp +2017-06-15T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2017-06-15T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.6-2
@@ Property / software version identifier: 1.6-2 / rank @@
+Normal rank
@@ Property / software version identifier: 1.6-2 / qualifier @@
+publication date: 15 March 2018Timestamp +2018-03-15T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2018-03-15T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.6-4
@@ Property / software version identifier: 1.6-4 / rank @@
+Normal rank
@@ Property / software version identifier: 1.6-4 / qualifier @@
+publication date: 4 December 2019Timestamp +2019-12-04T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2019-12-04T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.6-5
@@ Property / software version identifier: 1.6-5 / rank @@
+Normal rank
@@ Property / software version identifier: 1.6-5 / qualifier @@
+publication date: 28 May 2020Timestamp +2020-05-28T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2020-05-28T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.6-6
@@ Property / software version identifier: 1.6-6 / rank @@
+Normal rank
@@ Property / software version identifier: 1.6-6 / qualifier @@
+publication date: 5 March 2021Timestamp +2021-03-05T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2021-03-05T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.8
@@ Property / software version identifier: 1.8 / rank @@
+Normal rank
@@ Property / software version identifier: 1.8 / qualifier @@
+publication date: 6 June 2023Timestamp +2023-06-06T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-06-06T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update @@
+June 2023Timestamp +2023-06-06T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-06-06T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 6 June 2023 / rank @@
+Normal rank
@@ Property / description @@
+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>).
+Normal rank
@@ Property / author @@
+Pierre Chausse
@@ Property / author: Pierre Chausse / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 2.0
@@ Property / copyright license: GNU General Public License, version 2.0 / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 3.0
@@ Property / copyright license: GNU General Public License, version 3.0 / rank @@
+Normal rank
+edition/version: expanded from: GPL (≥ 2) (English)
@@ Property / depends on software @@
+R
@@ Property / depends on software: R / rank @@
+Normal rank
@@ Property / depends on software: R / qualifier @@
+software version identifier: ≥ 2.10.0
@@ Property / depends on software @@
+sandwich
@@ Property / depends on software: sandwich / rank @@
+Normal rank
@@ Property / imports @@
+stats
@@ Property / imports: stats / rank @@
+Normal rank
@@ Property / imports @@
+methods
@@ Property / imports: methods / rank @@
+Normal rank
@@ Property / imports @@
+grDevices
@@ Property / imports: grDevices / rank @@
+Normal rank
@@ Property / imports @@
+graphics
@@ Property / imports: graphics / rank @@
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Finite-Sample Properties of Some Alternative GMM Estimators
+Normal rank
@@ Property / cites work @@
+Alternative Semi‐parametric Likelihood Approaches to Generalised Method of Moments Estimation
+Normal rank
@@ Property / cites work @@
+Empirical likelihood methods with weakly dependent processes
+Normal rank
@@ Property / cites work @@
+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
+Normal rank
@@ Property / cites work @@
+GMM, GEL, Serial Correlation, and Asymptotic Bias
@@ Property / cites work: GMM, GEL, Serial Correlation, and Asymptotic Bias / rank @@
+Normal rank
@@ Property / source code repository @@
+https://github.com/cran/gmm
@@ Property / source code repository: https://github.com/cran/gmm / rank @@
+Normal rank
@@ Property / Software Heritage ID @@
+swh:1:snp:58c5e93cbbb0246cfc60bd28c80fa96903b11094
+Normal rank
+source code repository: https://github.com/cran/gmm
+point in time: 25 June 2023Timestamp +2023-06-25T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-06-25T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ links / mardi / name / links / mardi / name @@
+Software:27784

Latest revision as of 16:13, 21 March 2024

Generalized Method of Moments and Generalized Empirical Likelihood

Language	Label	Description	Also known as
English	gmm	Generalized Method of Moments and Generalized Empirical Likelihood

Statements

instance of

R package

0 references

software version identifier

1.7

publication date

12 August 2022

0 references

0.1-0

publication date

19 October 2008

0 references

1.0-0

publication date

24 November 2008

0 references

1.0-1

publication date

4 February 2009

0 references

1.0-2

publication date

5 March 2009

0 references

1.0-3

publication date

9 March 2009

0 references

1.0-4

publication date

11 March 2009

0 references

1.0-6

publication date

12 May 2009

0 references

1.0-7

publication date

2 July 2009

0 references

1.1-0

publication date

27 August 2009

0 references

1.1-1

publication date

7 September 2009

0 references

1.3-0

publication date

10 January 2010

0 references

1.3-2

publication date

25 May 2010

0 references

1.3-3

publication date

26 September 2010

0 references

1.3-5

publication date

27 March 2011

0 references

1.3-6

publication date

7 April 2011

0 references

1.3-8

publication date

28 July 2011

0 references

1.4-0

publication date

25 May 2012

0 references

1.4-1

publication date

30 May 2012

0 references

1.4-2

publication date

19 June 2012

0 references

1.4-3

publication date

23 September 2012

0 references

1.4-4

publication date

22 November 2012

0 references

1.4-5

publication date

11 January 2013

0 references

1.5-0

publication date

11 December 2013

0 references

1.5-1

publication date

9 February 2015

0 references

1.5-2

publication date

17 March 2015

0 references

1.6-1

publication date

15 June 2017

0 references

1.6-2

publication date

15 March 2018

0 references

1.6-4

publication date

4 December 2019

0 references

1.6-5

publication date

28 May 2020

0 references

1.6-6

publication date

5 March 2021

0 references

1.8

publication date

6 June 2023

0 references

0 references

0 references

MaRDI software profile

0 references

last update

6 June 2023

0 references

description

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>).

0 references

author

Pierre Chausse

0 references

copyright license

GNU General Public License, version 2.0

0 references

GNU General Public License, version 3.0

edition/version

expanded from: GPL (≥ 2) (English)

0 references

depends on software