[Gmm-commits] r105 - in pkg/gmm: . man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jun 13 18:29:56 CEST 2017
Author: chaussep
Date: 2017-06-13 18:29:56 +0200 (Tue, 13 Jun 2017)
New Revision: 105
Modified:
pkg/gmm/DESCRIPTION
pkg/gmm/man/gmm.Rd
Log:
fixed citations
Modified: pkg/gmm/DESCRIPTION
===================================================================
--- pkg/gmm/DESCRIPTION 2017-06-12 13:54:33 UTC (rev 104)
+++ pkg/gmm/DESCRIPTION 2017-06-13 16:29:56 UTC (rev 105)
@@ -7,11 +7,12 @@
Maintainer: Pierre Chausse <pchausse at uwaterloo.ca>
Description: It is a complete suite to estimate models based on moment
conditions. It includes the two step Generalized method of
- moments (GMM) of Hansen(1982), the iterated GMM and continuous
- updated estimator (CUE) of Hansen-Eaton-Yaron(1996) and several
+ moments (Hansen 1982; <doi:10.2307/1912775>), the iterated GMM and continuous
+ updated estimator (Hansen, Eaton and Yaron 1996; <doi:10.2307/1392442>) and several
methods that belong to the Generalized Empirical Likelihood
- (GEL) family of estimators, as presented by Smith(1997),
- Kitamura(1997), Newey-Smith(2004) and Anatolyev(2005).
+ family of estimators (Smith 1997; <doi:10.1111/j.0013-0133.1997.174.x>,
+ Kitamura 1997; <doi:10.1214/aos/1069362388>, Newey and Smith 2004; <doi:10.1111/j.1468-0262.2004.00482.x>,
+ and Anatolyev 2005 <doi:10.1111/j.1468-0262.2005.00601.x>).
Depends: R (>= 2.10.0), sandwich
Suggests: mvtnorm, car, stabledist, MASS, timeDate, timeSeries
Imports: stats, methods, grDevices, graphics
Modified: pkg/gmm/man/gmm.Rd
===================================================================
--- pkg/gmm/man/gmm.Rd 2017-06-12 13:54:33 UTC (rev 104)
+++ pkg/gmm/man/gmm.Rd 2017-06-13 16:29:56 UTC (rev 105)
@@ -188,7 +188,7 @@
1029-1054,
Hansen, L.P. and Heaton, J. and Yaron, A.(1996),
- Finit-Sample Properties of Some Alternative GMM Estimators.
+ Finite-Sample Properties of Some Alternative GMM Estimators.
\emph{Journal of Business and Economic Statistics}, \bold{14}
262-280.
}
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