Sign up ×
Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. It's 100% free, no registration required.

I'm trying to replicate the paper of Blundell et al. (2008) to separate permanent and transitory shocks on income on a panel dataset. He solves the non-linear system of equations using Chamberlain's minimum distance estimator (it is shown in the appendix of the paper), but I haven't found a library, nor in R, nor in STATA, that does the trick. Can someone help me?

share|improve this question
please add link to the article – mpiktas Apr 12 '11 at 12:24
Google Scholar finds 229 papers authored in 2008 by a Blundell. Could you give us a bit more of a clue to which one you are referring, or maybe a URI? – onestop Apr 12 '11 at 12:27

1 Answer 1

Check the actuar package or the fitdistrplus package vignettes.

share|improve this answer

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.