Generalized Method of Moments
For convenience, the Ogaki et al.
GMM routines archived by Chapman at UT Austin
are also available below.
README.HTM
INDIVIS.G
NOTES.DAT
COREST.SET
(Hansen and Ogaki)
CONVTEST.PRC
GMM.EXP
(Hansen, Heaton & Ogaki)
GMM.SET
(Hansen, Ogaki & Heaton)
GMM2S.SET
(Hansen, Ogaki & Heaton)
GMMHF.EXP
(Cooley and Ogaki)
GMMP.SET
(Hanson, Ogaki & Heaton)
GMMP2S.SET
(Hansen, Ogaki & Heaton)
GMMQ.EXP
(Hansen, Heaton & Ogaki)
GMMQ.SET
(Hanson, Ogaki & Heaton)
GMMTRE.SET
(Hansen, Ogaki & Heaton)
GRAD2.PRC
(Ogaki)
GRADQG.PRC
(Cooley & Ogaki)
INCONDD.PRC
LGMM.PRC
(Ogaki)
LGMM.SET
(Ogaki)
LGMMDG.SET
(Ogaki)
LGMMHET.PRC
(Ogaki)
LGMMHET.SET
(Ogaki)
LGMMHETR.SET
(Ogaki)
LGMMQSR.SET
(Ogaki)
LMDE.SET
(Ogaki)
MINQUAD.SET
(Heaton and Ogaki)
PARTINV.PRC
(Ogaki)
RELVALS.SRC
YWP.PRC
(Ogaki)