Name
gmmCcapmJ — Gradients of moment condition for power utility CCAPM example
CALLING SEQUENCE
G = gmmCcapmJ(b,gmmopt,Y,X,Z)
PARAMETERS
- Input
b = parameter vector fed to function
gmmopt = gmm options tlist
Y = "dependent" variables
X = "independent" variables
Z = instruments (can be same as X)
- Output
G = vector of gradients
DESCRIPTION
Provides gradients of moment condition for GMM estimation of a power utility CCAPM.
AUTHOR
Emmanuel Michaux 2007