evalGmmObj

evalGmmObj-methods

evalGmmObj,momentModel,numeric,momentWeights-method

evalGmmObj,sysModel,list,sysMomentWeights-method

~~ Methods to compute the GMM objective function. ~~

methods

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>).

Pierre Chausse

momentfit

Methods of Moments

evalGmmObj-methods function

<dl> <dt>object</dt>
<dd>An object of class <code>"momentModel"</code>,
 or <code>"sysMomentModels"</code>.</dd> <dt>theta</dt>
<dd>The vector for coefficients for single equation, or a
 list of vector for system of equations.</dd> <dt>wObj</dt>
<dd>An object of class <code>"momentWeights"</code> or
 <code>"sysMomentWeights"</code>.</dd> <dt>...</dt>
<dd>Arguments to pass to other methods</dd> </dl>

Arguments

<dl><dt><code>signature(object = "momentModel", theta = "numeric",
 wObj = "momentWeights")</code></dt>
<dd>
</dd>
<dt><code>signature(object = "sysModel", theta = "list",
 wObj = "sysMomentWeights")</code></dt>
<dd>
</dd>
</dl>

Methods

~~ Methods for Function evalGmmObj in Package momentfit ~~ — evalGmmObj-methods

<dl>

 <dt>object</dt>
<dd>An object of class <code>"momentModel"</code>,
 or <code>"sysMomentModels"</code>.</dd>

 <dt>theta</dt>
<dd>The vector for coefficients for single equation, or a
 list of vector for system of equations.</dd>

 <dt>wObj</dt>
<dd>An object of class <code>"momentWeights"</code> or
 <code>"sysMomentWeights"</code>.</dd>

 <dt>...</dt>
<dd>Arguments to pass to other methods</dd>

 </dl>

<dl>

<dt><code>signature(object = "momentModel", theta = "numeric",
 wObj = "momentWeights")</code></dt>
<dd>
</dd>


<dt><code>signature(object = "sysModel", theta = "list",
 wObj = "sysMomentWeights")</code></dt>
<dd>
</dd>


</dl>

evalGmmObj-methods: Methods for Function `evalGmmObj` in Package momentfit

Description

Usage

Arguments

Methods

Examples