All functions

ATEgel() checkConv()

ATE with Generalized Empirical Likelihood estimation

FinRes(<baseGmm.res>)

Method to finalize the result of the momentEstim method

Finance

Returns on selected stocks

KTest() print(<gmmTests>)

Compute the K statistics of Kleibergen

bread(<gmm>) bread(<gel>) bread(<tsls>)

Bread for sandwiches

bwWilhelm()

Wilhelm (2015) bandwidth selection

charStable()

The characteristic function of a stable distribution

coef(<gmm>) coef(<gel>)

Coefficients of GEL or GMM

confint(<gel>) confint(<gmm>) confint(<ategel>) print(<confint>)

Confidence intervals for GMM or GEL

estfun(<gmmFct>) estfun(<gmm>) estfun(<gel>) estfun(<tsls>) model.matrix(<tsls>)

Extracts the empirical moment function

fitted(<gel>) fitted(<gmm>)

Fitted values of GEL and GMM

formula(<gel>) formula(<gmm>)

Formula method for gel and gmm objects

gel() evalGel()

Generalized Empirical Likelihood estimation

getDat()

Extracting data from a formula

getImpProb(<gel>)

Implied Probabilities

getLamb()

Solving for the Lagrange multipliers of Generalized Empirical Likelihood (GEL)

getModel(<baseGmm>) getModel(<sysGmm>) getModel(<baseGel>) getModel(<constGel>) getModel(<tsls>) getModel(<ateGel>)

Method for setting the properties of a model

gmm() evalGmm() gmmWithConst()

Generalized method of moment estimation

Growth

Growth Data

marginal(<ategel>)

Marginal effects Summary

momentEstim(<baseGmm.twoStep>) momentEstim(<baseGmm.twoStep.formula>) momentEstim(<sysGmm.twoStep.formula>) momentEstim(<tsls.twoStep.formula>) momentEstim(<baseGmm.iterative.formula>) momentEstim(<baseGmm.iterative>) momentEstim(<baseGmm.cue.formula>) momentEstim(<baseGmm.cue>) momentEstim(<baseGmm.eval>) momentEstim(<baseGel.mod>) momentEstim(<baseGel.modFormula>) momentEstim(<baseGel.eval>)

Method for estimating models based on moment conditions

nsw

Lalonde subsample of the National Supported Work Demonstration Data (NSW)

plot(<gel>) plot(<gmm>)

Plot Diagnostics for gel and gmm objects

print(<gmm>) print(<gel>) print(<sysGmm>)

Printing a gmm or gel object

residuals(<gel>) residuals(<gmm>)

Residuals of GEL or GMM

smoothG()

Kernel smoothing of a matrix of time series

print(<specTest>) specTest()

Compute tests of specification

summary(<gmm>) summary(<sysGmm>) summary(<gel>) summary(<ategel>) summary(<tsls>) print(<summary.gmm>) print(<summary.sysGmm>) print(<summary.gel>) print(<summary.tsls>)

Method for object of class gmm or gel

sysGmm() five() threeSLS() sur() randEffect()

Generalized method of moment estimation for system of equations

tsls()

Two stage least squares estimation

vcov(<gmm>) vcov(<gel>) vcov(<tsls>) vcov(<ategel>)

Variance-covariance matrix of GMM or GEL

wage

Labor Data