Hi folks,
Is there an implementation of generalized method of moments in R? I did do a
help.search but found no hit. Site search found this gmm estimator function in
the package sde but not sure what it is.
Having browsed the codes in Finmetrics, I naively thought it won't be too hard
to implement it in R. (That last statement reflects as much naivete as
desparation to port my finmetrics codes to R so I could run some routines on my
laptop at home.)
Thanks.
Horace
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
