Changes in version 1.3-3

 o It is a very small modification to avoid errors in the installation. The function linear.hypothesis of the car package is now deprecated. They have be changed to linearHypothesis. 


Changes in version 1.3-2

 o The functions HAC, weightsAndrews2, bwAndrews2 and all the others to compute the HAC matrix have been removed. The sandwich package is 
   now used to compute these matrices.
 o The option centeredVcov has beed added to the gmm function. It allows to compute the covariance matrix using a centered moment function. 
 o The option weightsMatrix has beed added to the gmm function. It allows to fixe the matrix of weights.
 o The methods bread() and estfun() are now available for gmm objects. It allows to compute a sandwich covariance matrix which 
   is required if the weighting matrix is not the optimal one.
 o The results are obtained even if the covariance matrix cannot be computed
 o The vignette has been updated.

Changes in version 1.3-0

  o The method "getModel", "momentEstim" is now used also for the gel procedure.
  o The GEL procedure as been modified. For the case in which the option smooth=TRUE is used, 
    the appropriate scaling parameters have been added following Smith(2004) in the estimation, the covariance matrix of the Lagrange 
    multiplier and the tests of over-identifying restrictions. In this case, only the kernels Truncated and Bartlett are available. 
    For the former, the optimal bandwidth of Andrews(91) for Bartlett is used and for the latter, it is the bandwidth proposed
    for the Parzen. See Smith(2004) for more details. Also, the option vcov as been removed since it is irrelevant for GEL. By setting smooth to
    FALSE, it is implied that the data are iid.     

Changes in version 1.2-0

The following modifications were suggested by the reviewers of JSS. These changes will not be noticed by users. They are intended to make it easier for 
developpers to contribute. 

  o The new method specTest computes the specification tests from objects created by "gmm" or "gel" 
  o The structure of the package has been modified in order to make it more flexible. The changes include:
         o The new method "getModel" prepares the estimation. It creates what is required by the method "momentEstim".
         o The method "momentEstim" estimates the model defined by "getModel"
         o The method "FinRes" finalizes the estimation when it is needed. For now, the method is used only by "gmm" to compute the final resutls.
  o Some bugs are fixed  
  o The Vignette has been modified a little and the errors in the manual corrected.

Changes in version 1.1-0


This is a major upgrade of the package. It follows great suggestions from two anonymous reviewers from JSS. 
The package as been modified so that it is now very close to lm and glm. 

  o The name of the vector of parameters is now "coefficients" instead of "par"
  o The following methods are now available (see lm): fitted, residuals, vcov, coef, confint  
  o There are now print methods for gmm, gel and summary.gel and summary.gmm
  o These modifications allows to use linear.hypothesis from the car package so the function lintest is no longer needed and as been removed
  o The following are now available from gmm and gel objects when g is a formula: residuals, fitted.values, model.frame, terms, model, the response and model matrix 
  o Because the presence of the confint method, the option "interval" as been removed from the summary methods
  o A new plot method is available for both gmm and gel objects. It is a beta version. Comments and suggestions are welcome.
  o If there is only one instrument it can be provided as a vector. It does not need to be a matrix anymore. 
  o It is now possible to select nlminb as optimizer. It allows to put restriction on the parameter space.
  o The package no longer depends on mvtnorm. It is a suggested package as it is only required for examples.
  o The packages car and fBasics (and therefore MASS, timeDate and timeSeries) are now suggested for examples in the vignette.
  o The new function charStable has been added. It computes the characteristic function of a stable distribution. An example is shown in the vignette
  o There was a bug when trying to estimate a model by ETEL with gel and numerical computation of lambda. It is fixed. Thanks to Márcio Laurini.
  o The vignette as beed rewritten.

Changes in Version 1.0-7

  o Modified some functions to remove dependencies on tseries and sandwich packages
  o Convert de Finance Data to data frame format 


Changes in Version 1.0-6

  o Some bugs fixed. Thanks to Justinas Brazys 

Changes in Version 1.0-4

  o documentation enhancements 

  o Added finance data for applied examples 


Changes in Version 1.0-3

  o Some bugs fixed

Changes in Version 1.0-2

  o Added a new example for better understanding.
