Generalized Method of Moments

• gmm — Generalized Method of Moments
• gmm1 — Generalized Method of Moments
• gmmAndMon — Andrews-Monahan HAC estimators
• gmmCcapmJ — Gradients of moment condition for power utility CCAPM example
• gmmCcapmM — Moments condition for power utility CCAPM example
• gmmDiagW — Plots GMM weighting matrix
• gmmDtest — performs D test of model comparaison for GMM
• gmmLM — LM test for GMM
• gmmLinJ — Jacobian of moment conditions for linear GMM estimation
• gmmLinM — Provide moment conditions for linear GMM estimation
• gmmLsFunc — GMM objective function
• gmmLsGrad — GMM gradients of the objective function
• gmmMomtRestr — Performs test of moment restriction
• gmmMsdJ — Jacobian for Mean/StdDev GMM estimation
• gmmMsdM — Provide moment conditions for Mean/StdDev GMM estimation
• gmmNlWald — Wald test for GMM with nonlinear restrictions
• gmmRdef — Computes the value for the restrictions in a nonlinear Wald test
• gmmS — Spectral density matrix in GMM
• gmmWald — Wald test