Method of Moments System
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A Method of Moments System is a parameter estimation system (that applies a method of moments algorithm to solve a method of moments task.
References
2013
- http://en.wikibooks.org/wiki/R_Programming/Method_of_Moments
- QUOTE: Package gmm implements the generalized method of moment and the generalized empirical likelihood.
First, it is possible to estimate a simple linear model or a simple linear model with instrumental variables using the gmm() function. The GMM method is often used to estimate heteroskedastic instrumental variable models.
- QUOTE: Package gmm implements the generalized method of moment and the generalized empirical likelihood.