• nlmdl

  • Referenced in 121 articles [sw27811]
  • possibly in implicit form, generalized method-of-moments 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 Holtz-Eakin...
  • GAUSS

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

  • Referenced in 13702 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • Octave

  • Referenced in 312 articles [sw00646]
  • GNU Octave is a high-level 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 large-scale 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...