momentfit0.5 package

Methods of Moments

gelfit-class

Class "gelfit"

gelFit-methods

~~ Methods for Function gelFit in Package momentfit ~~

getImpProb-methods

~~ Methods for Function getImpProb in Package momenfit ~~

getRestrict-methods

~~ Methods for Function getRestrict in Package momentfit ~~

gmm4

GMM estimation

allNLModel-class

Class "allNLModel"

bread-methods

~~ Methods for Function bread in Package sandwich ~~

coef-methods

~~ Methods for Function coef in Package stats ~~

confint-class

Class "confint"

confint-methods

~~ Methods for Function confint in Package stats ~~

Dresiduals-methods

~~ Methods for Function Dresiduals in Package Gmm ~~

DWH-methods

~~ Methods for Function DWH in Package momentfit ~~

estfun-methods

~~ Methods for Function estfun in Package sandwich ~~

evalDMoment-methods

~~ Methods for Function evalDMoment in Package momentfit ~~

evalGel-methods

~~ Methods for Function evalGel in Package modelfit ~~

evalGelObj-methods

~~ Methods for Function evalGelObj in Package Gmm ~~

evalGmm-methods

~~ Methods for Function evalGmm in Package modelfit ~~

evalGmmObj-methods

~~ Methods for Function evalGmmObj in Package momentfit ~~

evalMoment-methods

~~ Methods for Function evalMoment in Package momentfit ~~

evalWeights-methods

Methods for Function evalWeights in Package Gmm

formulaModel-class

Class "formulaModel"

functionModel-class

Class "functionModel"

gel4

GEL estimation

gmmfit-class

Class "gmmfit"

gmmFit-methods

~~ Methods for Function gmmFit in Package momentfit ~~

hypothesisTest-class

Class "hypothesisTest"

hypothesisTest-methods

~~ Methods for Function hypothesisTest in Package momentfit ~~

kernapply-methods

A kernel smoothing utility for "momentModel" classes

lambdaAlgo

Algorithms to solve for the Lagrange multiplier

linearModel-class

Class "linearModel"

mconfint-class

Class "mconfint"

meatGmm-methods

~~ Methods for Function meatGmm in Package momentfit ~~

merge-methods

~~ Methods for Function merge in Package base ~~

model.matrix-methods

~~ Methods for Function model.matrix in Package stats ~~

modelDims-methods

Methods for Function modelDims

modelResponse-methods

~~ Methods for Function modelResponse in Package momentfit ~~

momentModel-class

Class "momentModel"

momentModel

Constructor for "momentModel" classes

momentStrength-methods

~~ Methods for Function momentStrength in Package momentfit ~~

momentWeights-class

Class "momentWeights"

momFct-methods

Methods for Function momFct in Package momentfit

nonlinearModel-class

Class "nonlinearModel"

plot-methods

~~ Methods for Function plot from package graphics ~~

print-methods

Methods for Function print in Package base

printRestrict-methods

~~ Methods for Function printRestrict in Package momentfit ~~

quadra-methods

~~ Methods for Function quadra in Package momentfit ~~

regModel-class

Class "regModel"

residuals-methods

~~ Methods for Function residuals in Package stats ~~

restModel-methods

~~ Methods for Function restModel in Package momentfit ~~

rformulaModel-class

Class "rformulaModel"

rfunctionModel-class

Class "rfunctionModel"

rhoFct

GEL objective functions

rlinearModel-class

Class "rlinearModel"

rmomentModel-class

Class "rmomentModel"

rnonlinearModel-class

Class "rnonlinearModel"

rslinearModel-class

Class "rslinearModel"

rsnonlinearModel-class

Class "rsnonlinearModel"

rsysModel-class

Class "rsysModel"

setCoef-methods

Methods for Function setCoef in Package momentfit ~~

sfunctionModel-class

Class "sfunctionModel"

sgmmfit-class

Class "sgmmfit"

show-methods

~~ Methods for Function show in Package methods ~~

slinearModel-class

Class "slinearModel"

snonlinearModel-class

Class "snonlinearModel"

solveGel-methods

~~ Methods for Function solveGel in Package momentfit ~~

solveGmm-methods

~~ Methods for Function solveGmm in Package momentfit ~~

specTest-class

Class "specTest"

specTest-methods

~~ Methods for Function specTest in Package momentfit ~~

sSpec-class

Class "sSpec"

stsls-class

Class "stsls"

subsetting

Subsetting methods

summary-methods

~~ Methods for Function summary in Package base ~~

summaryGel-class

Class "summaryGel"

summaryGmm-class

Class "summaryGmm"

summarySysGmm-class

Class "summarySysGmm"

sysModel-class

Class "sysModel"

sysMomentModel

Constructor for "sysMomentModel" classes

sysMomentWeights-class

Class "sysMomentWeights"

systemGmm

A guide to estimating systems of equations

ThreeSLS-methods

~~ Methods for Function ThreeSLS in Package momentfit ~~

tsls-class

Class "tsls"

tsls-methods

~~ Methods for Function tsls in Package momentfit ~~

update-methods

~~ Methods for Function update in Package stats ~~

vcov-methods

~~ Methods for Function vcov in Package stats ~~

vcovHAC-methods

~~ 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>).

  • Maintainer: Pierre Chausse
  • License: GPL (>= 2)
  • Last published: 2023-06-05