[Gmm-commits] r95 - pkg/gmm/man

[noreply at r-forge.r-project.org]

Author: chaussep
Date: 2016-05-24 20:01:44 +0200 (Tue, 24 May 2016)
New Revision: 95

Modified:
   pkg/gmm/man/bwWilhelm.Rd
Log:
Added details in the help file of gmm about bwWihelm part 2

Modified: pkg/gmm/man/bwWilhelm.Rd
===================================================================
--- pkg/gmm/man/bwWilhelm.Rd	2016-05-24 17:58:37 UTC (rev 94)
+++ pkg/gmm/man/bwWilhelm.Rd	2016-05-24 18:01:44 UTC (rev 95)
@@ -4,7 +4,9 @@
 \title{Wilhelm (2015) bandwidth selection}
 
 \description{
-It computes the optimal bandwidth for the HAC estimation of the covariance matrix of the moment conditions. 
+It computes the optimal bandwidth for the HAC estimation of the
+covariance matrix of the moment conditions. The bandwidth was shown by
+Wilhelm (2005) to be the one that minimizes the MSE of the GMM estimator. 
 }
 \usage{
 bwWilhelm(x, order.by = NULL, kernel = c("Quadratic Spectral",