[R-sig-finance] Generalized Method of Moments package for R?
edd at debian.org
Sun Aug 21 03:22:12 CEST 2005
On 20 August 2005 at 16:29, Gray Calhoun wrote:
| 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.
Statistics: The (futile) attempt to offer certainty about uncertainty.
-- Roger Koenker, 'Dictionary of Received Ideas of Statistics'
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