\name{iterative.GMM} \alias{iterative.GMM} \title{Iterative GMM method} \usage{ iterative.GMM(start.value, conditions.vector, data, W, ..., max.iter = 50, epsilon = 1e-06) } \arguments{ \item{start.value}{Starting values for the parameters and lagrangian} \item{conditions.vector}{Vector of moment conditions} \item{data}{Individual data sample} \item{W}{Weighting matrix} \item{...}{Functions of the vector of moment conditions} \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 } \description{ Iterative GMM method } \author{ François Pelletier }