R (>= 2.0.0), sandwich, tseries, mvtnorm

Generalized Method of Moments and Generalized Empirical
Likelihood
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
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).

mvtnorm, car, fBasics, MASS, timeDate, timeSeries

mvtnorm, car, fBasics, MASS, timeDate, timeSeries, gmmExtra

mvtnorm, car, stabledist, MASS, timeDate, timeSeries

It is a complete suite to estimate models based on moment
conditions. It includes the two step Generalized method of
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
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>).

It is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of 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 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>).

knitr, mvtnorm, car, stabledist, MASS, timeDate, timeSeries

Multinomial Logit Models with Random Parameters
c(person("Mauricio", "Sarrias", role = c("aut", "cre"),
email = "msarrias86@gmail.com"),
person("Ricardo", "Daziano", role = "aut",
email = "daziano@cornell.edu"))
An implementation of maximum simulated likelihood method for the estimation of multinomial logit models with
random coefficients. Specifically, it allows estimating models with continuous heterogeneity such as the mixed multinomial
logit and the generalized multinomial logit. It also allows estimating models with discrete heterogeneity
such as the latent class and the mixed-mixed multinomial logit model.
Mauricio Sarrias [aut, cre],
Ricardo Daziano [aut]