GMMStuff/man/objective.GMM.Rd
2014-03-08 00:37:30 -05:00

27 lines
501 B
R

\name{objective.GMM}
\alias{objective.GMM}
\title{Objective function for the GMM method}
\usage{
objective.GMM(param, conditions.vector, data, W, ...)
}
\arguments{
\item{param}{Vector of parameters}
\item{conditions.vector}{Vector of moment conditions}
\item{data}{Individual data sample}
\item{...}{Functions of the vector of moment conditions}
\item{W}{Weighting matrix}
}
\value{
A scalar value
}
\description{
Objective function for the GMM method
}
\author{
François Pelletier
}