30 lines
636 B
R
30 lines
636 B
R
\name{objective.GMM}
|
|
\alias{objective.GMM}
|
|
\title{Objective function for the GMM method}
|
|
\usage{
|
|
objective.GMM(param.lagrangian, conditions.vector, num.param, ...,
|
|
W = diag(length(conditions.vector)), R = 0, r = 0)
|
|
}
|
|
\arguments{
|
|
\item{param}{Vector of parameters to optimize}
|
|
|
|
\item{conditions.vector}{Vector of moment conditions}
|
|
|
|
\item{...}{Parameters of the vector of moment conditions}
|
|
|
|
\item{W}{Weighting matrix}
|
|
|
|
\item{R}{Linear constraint matrix of coefficients}
|
|
|
|
\item{r}{Linear constraint constants}
|
|
}
|
|
\value{
|
|
A scalar value
|
|
}
|
|
\description{
|
|
Objective function for the GMM method
|
|
}
|
|
\author{
|
|
François Pelletier
|
|
}
|
|
|