2014-02-28 04:05:30 +00:00
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\name{objective.GMM}
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\alias{objective.GMM}
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2014-02-27 03:45:46 +00:00
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\title{Objective function for the GMM method}
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\usage{
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2014-03-08 05:37:30 +00:00
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objective.GMM(param, conditions.vector, data, W, ...)
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2014-02-27 03:45:46 +00:00
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}
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\arguments{
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2014-03-08 05:37:30 +00:00
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\item{param}{Vector of parameters}
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2014-02-28 04:05:30 +00:00
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2014-02-27 03:45:46 +00:00
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\item{conditions.vector}{Vector of moment conditions}
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2014-03-08 05:37:30 +00:00
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\item{data}{Individual data sample}
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2014-03-03 01:20:34 +00:00
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2014-02-27 03:45:46 +00:00
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\item{W}{Weighting matrix}
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2014-03-08 05:41:05 +00:00
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\item{...}{Functions of the vector of moment conditions}
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2014-02-27 03:45:46 +00:00
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}
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\value{
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A scalar value
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}
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\description{
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Objective function for the GMM method
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}
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\author{
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François Pelletier
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}
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