# Generalized Method of Moments and Generalized Empirical Likelihood

## Documentation for package ‘gmm’ version 1.4-5

- DESCRIPTION file.
- Overview of user guides and package vignettes; browse directory.
- Package NEWS.

## Help Pages

bread.gel | Bread for sandwiches
bread.gmm | Bread for sandwiches
charStable | The characteristic function of a stable distribution
coef.gel | Coefficients of GEL or GMM
coef.gmm | Coefficients of GEL or GMM
confint.gel | Confidence intervals for GMM or GEL
confint.gmm | Confidence intervals for GMM or GEL
estfun.gel | Extracts the empirical moment function
estfun.gmm | Extracts the empirical moment function
estfun.gmmFct | Extracts the empirical moment function
Finance | Returns on selected stocks
FinRes.baseGmm.res | Method to finalize the result of the momentEstim method
fitted.gel | Fitted values of GEL and GMM
fitted.gmm | Fitted values of GEL and GMM
formula.gel | Formula method for gel and gmm objects
formula.gmm | Formula method for gel and gmm objects
gel | Generalized Empirical Likelihood estimation
getDat | Extracting data from a formula
getLamb | Solving for the Lagrange multipliers of Generalized Empirical Likelihood (GEL)
getModel.baseGel | Method for setting the properties of a model
getModel.baseGmm | Method for setting the properties of a model
getModel.constGmm | Method for setting the properties of a model
gmm | Generalized method of moment estimation
gmmWithConst | Generalized method of moment estimation
KTest | Compute the K statistics of Kleibergen
momentEstim.baseGel.mod | Method for estimating models based on moment conditions
momentEstim.baseGel.modFormula | Method for estimating models based on moment conditions
momentEstim.baseGmm.cue | Method for estimating models based on moment conditions
momentEstim.baseGmm.cue.formula | Method for estimating models based on moment conditions
momentEstim.baseGmm.iterative | Method for estimating models based on moment conditions
momentEstim.baseGmm.iterative.formula | Method for estimating models based on moment conditions
momentEstim.baseGmm.twoStep | Method for estimating models based on moment conditions
momentEstim.baseGmm.twoStep.formula | Method for estimating models based on moment conditions
plot.gel | Plot Diagnostics for gel and gmm objects
plot.gmm | Plot Diagnostics for gel and gmm objects
print.gel | Printing a gmm or gel object
print.gmm | Printing a gmm or gel object
print.gmmTests | Compute the K statistics of Kleibergen
print.specTest | Compute tests of specification
print.summary.gel | Method for object of class gmm or gel
print.summary.gmm | Method for object of class gmm or gel
print.summary.tsls | Method for object of class gmm or gel
residuals.gel | Residuals of GEL or GMM
residuals.gmm | Residuals of GEL or GMM
smoothG | Kernel smoothing of a matrix of time series
specTest | Compute tests of specification
specTest.gel | Compute tests of specification
specTest.gmm | Compute tests of specification
summary.gel | Method for object of class gmm or gel
summary.gmm | Method for object of class gmm or gel
summary.tsls | Method for object of class gmm or gel
tsls | Two stage least squares estimation
vcov.gel | Variance-covariance matrix of GMM or GEL
vcov.gmm | Variance-covariance matrix of GMM or GEL