r-cran-gmm 1.6-4-1 (amd64 binary) in ubuntu focal

 This GNU R package 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>).

Details

Package version:
1.6-4-1
Source:
r-cran-gmm 1.6-4-1 source package in Ubuntu
Status:
Published
Component:
universe
Priority:
Optional