Name
gmmCcapmM — Moments condition for power utility CCAPM example
CALLING SEQUENCE
[m,e]=gmmCcapmM(b,gmmopt,Y,X,Z)
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)
- Output
m = vector of moment conditions
e = model errors (Nobs x Neq)
DESCRIPTION
Provides moment conditions and error term for GMM estimation of a power utility CCAPM.
AUTHOR
Emmanuel Michaux 2007