Name
gmmLinJ — Jacobian of moment conditions for linear GMM estimation
CALLING SEQUENCE
[M,e] = gmmLinJ(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
M = Jacobian (rows(m) x k)
DESCRIPTION
Provides Jacobian of moment conditions for linear GMM estimation.
AUTHOR
Emmanuel Michaux 2007