Part XXIV. Generalized Method of Moments
Table of Contents
- gmm — Generalized Method of Moments
- gmm1 — Generalized Method of Moments
- gmmAndMon — Andrews-Monahan HAC estimators
- gmmCcapmJ — Gradients of moment condition for power utility CCAPM example
- gmmCcapmM — Moments condition for power utility CCAPM example
- gmmDiagW — Plots GMM weighting matrix
- gmmDtest — performs D test of model comparaison for GMM
- gmmLM — LM test for GMM
- gmmLinJ — Jacobian of moment conditions for linear GMM estimation
- gmmLinM — Provide moment conditions for linear GMM estimation
- gmmLsFunc — GMM objective function
- gmmLsGrad — GMM gradients of the objective function
- gmmMomtRestr — Performs test of moment restriction
- gmmMsdJ — Jacobian for Mean/StdDev GMM estimation
- gmmMsdM — Provide moment conditions for Mean/StdDev GMM estimation
- gmmNlWald — Wald test for GMM with nonlinear restrictions
- gmmRdef — Computes the value for the restrictions in a nonlinear Wald test
- gmmS — Spectral density matrix in GMM
- gmmWald — Wald test