2014-02-28 04:05:30 +00:00
|
|
|
\name{optim.GMM}
|
|
|
|
\alias{optim.GMM}
|
2014-03-08 05:37:30 +00:00
|
|
|
\title{Optimization for GMM method}
|
2014-02-28 04:05:30 +00:00
|
|
|
\usage{
|
2014-03-08 05:57:43 +00:00
|
|
|
optim.GMM(start.value, conditions.vector, data, W, ...)
|
2014-02-28 04:05:30 +00:00
|
|
|
}
|
|
|
|
\arguments{
|
2014-03-08 05:57:43 +00:00
|
|
|
\item{start.value}{Starting values for the parameters}
|
2014-02-28 04:05:30 +00:00
|
|
|
|
|
|
|
\item{conditions.vector}{Vector of moment conditions}
|
|
|
|
|
2014-03-08 05:37:30 +00:00
|
|
|
\item{data}{Individual data sample}
|
2014-02-28 04:05:30 +00:00
|
|
|
|
|
|
|
\item{W}{Weighting matrix}
|
2014-03-08 05:41:05 +00:00
|
|
|
|
|
|
|
\item{...}{Functions of the vector of moment conditions}
|
2014-02-28 04:05:30 +00:00
|
|
|
}
|
|
|
|
\value{
|
2014-03-08 05:37:30 +00:00
|
|
|
a list with optimization results
|
2014-02-28 04:05:30 +00:00
|
|
|
}
|
|
|
|
\description{
|
2014-03-08 05:37:30 +00:00
|
|
|
Optimization for GMM method
|
2014-02-28 04:05:30 +00:00
|
|
|
}
|
|
|
|
\author{
|
|
|
|
François Pelletier
|
|
|
|
}
|
|
|
|
|