GMM Matlab script

Publisher review:
GMM is for GMM estimation This program is for GMM estimationinput: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 conditionsoutput: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 momentconditions are feasible Requirements: · MATLAB Release: R13SP1 · Optimization Toolbox
Operating system:
Windows / Linux / Mac OS / BSD / Solaris

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