Package: r-cran-gmm
Version: 1.8-1
Architecture: amd64
Maintainer: Ubuntu Developers <ubuntu-devel-discuss@lists.ubuntu.com>
Original-Maintainer: Debian R Packages Maintainers <r-pkg-team@alioth-lists.debian.net>
Installed-Size: 1531
Depends: r-base-core (>= 4.3.1-1), r-api-4.0, r-cran-sandwich, libblas3 | libblas.so.3, libc6 (>= 2.29), libgfortran5 (>= 8), liblapack3 | liblapack.so.3
Suggests: r-cran-knitr, r-cran-mvtnorm, r-cran-car, r-cran-stabledist, r-cran-mass, r-cran-timedate, r-cran-timeseries
Section: gnu-r
Priority: optional
Homepage: https://cran.r-project.org/package=gmm
Description: GNU R generalized method of moments and generalized empirical likelihood
 This GNU R package is a complete suite to estimate models based on
 moment conditions. It includes the two step Generalized method of
 moments (Hansen 1982; <doi:10.2307/1912775>), the iterated GMM and
 continuous updated estimator (Hansen, Eaton and Yaron 1996;
 <doi:10.2307/1392442>) and several methods that belong to the
 Generalized Empirical Likelihood family of estimators (Smith 1997;
 <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997;
 <doi:10.1214/aos/1069362388>, Newey and Smith 2004;
 <doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005
 <doi:10.1111/j.1468-0262.2005.00601.x>).
