[R] GMM estimation

Brian Scholl brianscholl at yahoo.com
Fri Mar 15 13:42:59 CET 2002

I'd like to do some GMM estimation broadly similar to
Burnside and Eichenbaum (1996?). I've used the Gauss
code (hansen-ogaki) in the past but don't have gauss
on my system anylonger (I think several toolboxes are
required as well that would make it a serious
investment).  Is there any R code available?  If not,
does anyone know of Matlab code that might exist
(without toolboxes).


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