Generalized Method of Moments and Generalized Empirical Likelihood
ATE with Generalized Empirical Likelihood estimation
Bread for sandwiches
Wilhelm (2015) bandwidth selection
The characteristic function of a stable distribution
Coefficients of GEL or GMM
Confidence intervals for GMM or GEL
Extracts the empirical moment function
Method to finalize the result of the momentEstim method
Fitted values of GEL and GMM
Formula method for gel and gmm objects
Generalized Empirical Likelihood estimation
Extracting data from a formula
Implied Probabilities
Solving for the Lagrange multipliers of Generalized Empirical Likeliho...
Method for setting the properties of a model
Generalized method of moment estimation
Growth Data
Compute the K statistics of Kleibergen
Marginal effects Summary
Method for estimating models based on moment conditions
Plot Diagnostics for gel and gmm objects
Printing a gmm or gel object
Residuals of GEL or GMM
Kernel smoothing of a matrix of time series
Compute tests of specification
Method for object of class gmm or gel
Generalized method of moment estimation for system of equations
Two stage least squares estimation
Variance-covariance matrix of GMM or GEL
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>).