Generalized Method of Moments package for R?

2 messages · Gray Calhoun, Dirk Eddelbuettel

Sat, Aug 20, 2005 4:29 PM #

Hi,
  Are there R packages for Generalized Method of Moments?  I've
searched the help archives and help files without coming across
anything that looked appropriate, but I may have overlooked something.
 I know that there is Matlab software to do GMM, but I'm using Windows
so (I think) I can't use RMatlab.  I'd appreciate any suggestions
anyone might have.

Thanks,
Gray

Gray Calhoun

Economics Department
UC San Diego

Dirk Eddelbuettel

Sat, Aug 20, 2005 6:22 PM #

Gray,

On 20 August 2005 at 16:29, Gray Calhoun wrote:

| Hi,
|   Are there R packages for Generalized Method of Moments?  I've
| searched the help archives and help files without coming across
| anything that looked appropriate, but I may have overlooked something.
|  I know that there is Matlab software to do GMM, but I'm using Windows
| so (I think) I can't use RMatlab.  I'd appreciate any suggestions
| anyone might have.

I am not aware of anything. It may be worthwhile putting a simple GMM package
together with some basic cases.

Regards, Dirk

Statistics: The (futile) attempt to offer certainty about uncertainty.
         -- Roger Koenker, 'Dictionary of Received Ideas of Statistics'