FinRes {gmm} | R Documentation |
Method to finalize the result of the momentEstim method
Description
It computes the final results that will be needed to create the object of class gmm
.).
Usage
## S3 method for class 'baseGmm.res'
FinRes(z, object, ...)
Arguments
z |
An object of class determined by the method |
object |
An object produced my |
... |
Other argument to be passed to other |
Value
It returns an object of class gmm
. See gmm
for more details.
References
Hansen, L.P. (1982), Large Sample Properties of Generalized Method of Moments Estimators. Econometrica, 50, 1029-1054,
Hansen, L.P. and Heaton, J. and Yaron, A.(1996), Finit-Sample Properties of Some Alternative GMM Estimators. Journal of Business and Economic Statistics, 14 262-280.
[Package gmm version 1.8 Index]