GMM Matlab script

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    Specification

  • Version:
  • File size: 0 KB
  • File name: gmmestimation.m
  • Last update:
  • Platform: Windows / Linux / Mac OS / BSD / Solaris
  • Language: Matlab
  • Price:Freeware
  • Company: zhiguang cao (View more)

GMM script description:




Publisher review:
GMM is for GMM estimation This program is for GMM estimation

input:moment: moment conditions function defined by userspara0:initial value for estimated parametersY,X:data used to estimate parametersZ: data for instrument variablesnumber: maximum convergence number when choosing optimal weighting matrixK:number of moment conditions

output:paraest:parameters estimated%t_sta: T statistics for each estimated parameter%V:covariance matrix for estimated parametersit: number of iterationChi_sta and Pvalue: overidentifying test, null hypothesis is moment

conditions are feasible Requirements: · MATLAB Release: R13SP1 · Optimization Toolbox
GMM is a Matlab script for Earth Sciences scripts design by zhiguang cao. It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
GMM is for GMM estimation

Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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