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  • License: Freeware
  • Last update: 5 years ago
  • Total downloads: 117
  • Price: Free |
  • Operating system: Linux, Mac OS X, Win All, BSD, Solaris
  • Publisher: zhiguang cao (2 other programs)
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scripts default iconGMM (Scripts) Publisher's description

This program is for GMM estimation

This program is for GMM estimation
moment: moment conditions function defined by users
para0:initial value for estimated parameters
Y,X:data used to estimate parameters
Z: data for instrument variables
number: maximum convergence number when choosing optimal weighting matrix
K:number of moment conditions
paraest:parameters estimated
%t_sta: T statistics for each estimated parameter
%V:covariance matrix for estimated parameters
it: number of iteration
Chi_sta and Pvalue: overidentifying test, null hypothesis is moment
conditions are feasible

System Requirements:

MATLAB 6.5.1 (R13SP1)
Program Release Status: Major Update
Program Install Support: Install and Uninstall

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