
nlmdl
 Referenced in 121 articles
[sw27811]
 possibly in implicit form, generalized methodofmoments estimates, GMM option...

gmm
 Referenced in 4 articles
[sw15912]
 package gmm: Generalized Method of Moments and Generalized Empirical Likelihood. It is a complete suite ... includes the two step Generalized method of moments (GMM) of Hansen(1982), the iterated ... Yaron(1996) and several methods that belong to the Generalized Empirical Likelihood (GEL) family...

pVAR
 Referenced in 3 articles
[sw25211]
 panel VAR models in a generalized method of moments (GMM) framework, and present...

naivereg
 Referenced in 1 article
[sw36604]
 stage least squares estimator (2SLS), generalized method of moment (GMM), generalized empirical likelihood (GEL) methods...

Algorithm 963
 Referenced in 2 articles
[sw23698]
 Moments (CGMM) is a Generalized Method of Moments (GMM) type of methodology that applies ... achieve the efficiency of a Maximum Likelihood method. Instead of the transition density, the more ... CGMM, as stochastic covariance models are generally hard to estimate. The estimation method is fully...

plmed
 Referenced in 2 articles
[sw40956]
 sizes are small. We use generalized methods of moments (GMM) results to construct...

IVPOIS
 Referenced in 1 article
[sw31886]
 ivpois implements a Generalized Method of Moments (GMM) estimator of Poisson regression and allows endogenous...

panelvar
 Referenced in 1 article
[sw41554]
 Vector Autoregression. We extend two general methods of moment estimators to panel vector autoregression models ... exogenous variables. This general PVAR model contains the first difference GMM estimator by HoltzEakin...

GAUSS
 Referenced in 120 articles
[sw00322]
 The GAUSS Mathematical and Statistical System is a...

Matlab
 Referenced in 13702 articles
[sw00558]
 MATLAB® is a highlevel language and interactive...

Octave
 Referenced in 312 articles
[sw00646]
 GNU Octave is a highlevel language, primarily...

R
 Referenced in 10196 articles
[sw00771]
 R is a language and environment for statistical...

SNOPT
 Referenced in 556 articles
[sw02300]
 SNOPT: An SQP algorithm for largescale constrained...

PDE2D
 Referenced in 49 articles
[sw04270]
 The numerical solution of ordinary and partial differential...

CAViaR
 Referenced in 191 articles
[sw04424]
 CAViaR: Conditional autoregressive value at risk by regression...

SHAZAM
 Referenced in 32 articles
[sw04924]
 SHAZAM is powerfully simple software for econometricians, statisticians...

LIMDEP
 Referenced in 78 articles
[sw04925]
 LIMDEP Version 10 is an integrated statistical package...

Stata
 Referenced in 845 articles
[sw06029]
 Stata is a complete, integrated statistical package that...

SAS
 Referenced in 1580 articles
[sw06377]
 SAS (Statistical Analysis System) is an integrated system...

Mplus
 Referenced in 347 articles
[sw06511]
 Mplus is a statistical modeling program that provides...