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