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