Methods of Moments
Class "gelfit"
~~ Methods for Function gelFit
in Package momentfit
~~
~~ Methods for Function getImpProb
in Package momenfit
~~
~~ Methods for Function getRestrict
in Package momentfit
~~
GMM estimation
Class "allNLModel"
~~ Methods for Function bread
in Package sandwich
~~
~~ Methods for Function coef
in Package stats
~~
Class "confint"
~~ Methods for Function confint
in Package stats
~~
~~ Methods for Function Dresiduals
in Package Gmm
~~
~~ Methods for Function DWH
in Package momentfit
~~
~~ Methods for Function estfun
in Package sandwich
~~
~~ Methods for Function evalDMoment
in Package momentfit
~~
~~ Methods for Function evalGel
in Package modelfit
~~
~~ Methods for Function evalGelObj
in Package Gmm
~~
~~ Methods for Function evalGmm
in Package modelfit
~~
~~ Methods for Function evalGmmObj
in Package momentfit
~~
~~ Methods for Function evalMoment
in Package momentfit
~~
Methods for Function evalWeights
in Package Gmm
Class "formulaModel"
Class "functionModel"
GEL estimation
Class "gmmfit"
~~ Methods for Function gmmFit
in Package momentfit
~~
Class "hypothesisTest"
~~ Methods for Function hypothesisTest
in Package momentfit
~~
A kernel smoothing utility for "momentModel"
classes
Algorithms to solve for the Lagrange multiplier
Class "linearModel"
Class "mconfint"
~~ Methods for Function meatGmm
in Package momentfit
~~
~~ Methods for Function merge
in Package base
~~
~~ Methods for Function model.matrix
in Package stats
~~
Methods for Function modelDims
~~ Methods for Function modelResponse
in Package momentfit
~~
Class "momentModel"
Constructor for "momentModel"
classes
~~ Methods for Function momentStrength
in Package momentfit
~~
Class "momentWeights"
Methods for Function momFct
in Package momentfit
Class "nonlinearModel"
~~ Methods for Function plot
from package graphics
~~
Methods for Function print
in Package base
~~ Methods for Function printRestrict
in Package momentfit
~~
~~ Methods for Function quadra
in Package momentfit
~~
Class "regModel"
~~ Methods for Function residuals
in Package stats
~~
~~ Methods for Function restModel
in Package momentfit
~~
Class "rformulaModel"
Class "rfunctionModel"
GEL objective functions
Class "rlinearModel"
Class "rmomentModel"
Class "rnonlinearModel"
Class "rslinearModel"
Class "rsnonlinearModel"
Class "rsysModel"
Methods for Function setCoef
in Package momentfit
~~
Class "sfunctionModel"
Class "sgmmfit"
~~ Methods for Function show
in Package methods
~~
Class "slinearModel"
Class "snonlinearModel"
~~ Methods for Function solveGel
in Package momentfit
~~
~~ Methods for Function solveGmm
in Package momentfit
~~
Class "specTest"
~~ Methods for Function specTest
in Package momentfit
~~
Class "sSpec"
Class "stsls"
Subsetting methods
~~ Methods for Function summary
in Package base
~~
Class "summaryGel"
Class "summaryGmm"
Class "summarySysGmm"
Class "sysModel"
Constructor for "sysMomentModel"
classes
Class "sysMomentWeights"
A guide to estimating systems of equations
~~ Methods for Function ThreeSLS
in Package momentfit
~~
Class "tsls"
~~ Methods for Function tsls
in Package momentfit
~~
~~ Methods for Function update
in Package stats
~~
~~ Methods for Function vcov
in Package stats
~~
~~ Methods for Function vcovHAC
in Package sandwich
~~
Several classes for moment-based models are defined. The classes are defined for moment conditions derived from a single equation or a system of equations. The conditions can also be expressed as functions or formulas. Several methods are also offered to facilitate the development of different estimation techniques. The methods that are currently provided are the Generalized method of moments (Hansen 1982; <doi:10.2307/1912775>), for single equations and systems of equation, and the Generalized Empirical Likelihood (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>).