Name
gmmLsFunc — GMM objective function
CALLING SEQUENCE
f = gmmLsFunc(b,gmmopt,Y,X,Z,W)
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)
W = matrix of weights
- Output
f = function value evaluated at b
DESCRIPTION
Evaluates least squares function m(b)'*W*m(b) at b.
AUTHOR
Emmanuel Michaux 2007