gmmLsFunc Generalized Method of Moments gmmMomtRestr

Grocer >> Generalized Method of Moments > gmmLsGrad

gmmLsGrad

GMM gradients of the objective function

CALLING SEQUENCE

G = gmmLsGrad(b,gmmopt,Y,X,Z,W)

PARAMETERS

Input

• b = parameter vector fed to func

• gmmopt = gmm options tlist

• Y = "dependent" variables

• X = "independent" variables

• Z = instruments (can be same as X)

• W = matrix of weights

Output

• G = gradients evaluated at b

DESCRIPTION

Evaluates 2M(b)'W m(b) gradients of objective function.

AUTHOR

Emmanuel Michaux 2007
gmmLsFunc Generalized Method of Moments gmmMomtRestr