This paper shows how to estimate models by the generalized method of moments and the generalized empirical likelihood using the R package gmm. A brief discussion is offered on the theoretical aspects of both methods and the functionality of the package is presented through several examples in economics and finance. It is a modified version of Chaussé (2010) published in the Journal of Statistic...

Generalized Multiobjective Multitree model (GMMmodel) considering by the first time multitree-multicast load balancing with splitting in a multiobjective context. To solve the GMM-model, a multiobjective evolutionary algorithm (MOEA) inspired by the Strength Pareto Evolutionary Algorithm (SPEA) was proposed. In this paper, we extends the GMM-model to dynamic multicast groups (i.e., in which egr...

In this paper we study a statistical method of implementing quasi-Bayes estimators for nonlinear and nonseparable GMM models, that is motivated by the ideas proposed in Chernozhukov and Hong (2003) and Creel and Kristensen (2011) and that combines simulation with nonparametric regression in the computation of GMM models. We provide formal conditions under which frequentist inference is asymptot...

In this letter, new exact and approximated moment generating functions (MGF) for generalized fading distributions are derived and presented. Specifically, we consider the η-λ-μ, αμ, α-η-μ, α-μ, α-μ, and α-η-μ generalized distributions. In contrast to earlier results in the literature, both the new exact and approximated MGFs avoids complicated and computationally expensive special functions suc...