Package: wnpp Severity: wishlist Owner: Andreas Tille <ti...@debian.org>
* Package name : r-cran-gmm Version : 1.6-2 Upstream Author : Pierre Chausse <pchau...@uwaterloo.ca> * URL : https://cran.r-project.org/package=gmm * License : GPL Programming Lang: GNU R Description : GNU R generalized method of moments and generalized empirical likelihood This GNU R package is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; <doi:10.2307/1912775>), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; <doi:10.2307/1392442>) and several methods that belong to the Generalized Empirical Likelihood family of estimators (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>). Remark: This package is part of a pyramid of dependencies to package r-cran-zeligverse which is needed to run the full test suite of r-cran-zelig (see #883002). It will be maintained by the r-pkg team at https://salsa.debian.org/r-pkg-team/r-cran-gmm
