GMMStuff/man/iterative.GMM.Rd

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\name{iterative.GMM}
\alias{iterative.GMM}
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\title{Iterative GMM method}
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\usage{
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iterative.GMM(start, conditions.vector, data, W, ..., max.iter = 50,
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epsilon = 1e-06)
}
\arguments{
\item{start}{Starting values for the parameters and
lagrangian}
\item{conditions.vector}{Vector of moment conditions}
\item{data}{Individual data sample}
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\item{W}{Weighting matrix}
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\item{...}{Functions of the vector of moment conditions}
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\item{max.iter}{Maximum number of iterations}
\item{epsilon}{Minimum precision level}
}
\value{
A list containing the optimized vector of parameter and
corresponding covariance matrix
}
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\description{
Iterative GMM method
}
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\author{
François Pelletier
}