momFct-methods

momFct

momFct,numeric,gelfit-method

The methods computes the moment matrix. It is use to create special
 moment functions

methods

misspecified

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

momFct-methods function

<dl> <dt>eta</dt>
<dd>A vector that includes the coefficient and the Lagrange multipliers</dd> <dt>object</dt>
<dd>An object of class <code>"gmmfit"</code></dd></dl>

Arguments

<dl> <dt><code>signature(eta = "numeric", object = "gelfit")</code></dt>
<dd>
</dd>
</dl>

Methods

Methods for Function momFct in Package momentfit — momFct-methods

<dl>

 <dt>eta</dt>
<dd>A vector that includes the coefficient and the Lagrange multipliers</dd>

 <dt>object</dt>
<dd>An object of class <code>"gmmfit"</code></dd>

</dl>

<dl>

 <dt><code>signature(eta = "numeric", object = "gelfit")</code></dt>
<dd>
</dd>


</dl>

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

Description

Usage

Arguments

Methods