Name
gmmMomtRestr — Performs test of moment restriction
CALLING SEQUENCE
rd = gmmMomtRestr(ugmm,rgmm,np)
PARAMETERS
- Input
ugmm = tlist result for unrestricted estimation
rgmm = tlist result for restricted estimation
np = 'noprint' if the user does not want to print the results
- Output
rd a tlist with:
-rd('chistat') = test statisitc
-rd('pvalue') = pvalue of the test
-rd('df') = number restriction
DESCRIPTION
Performs J-test of moment restrictions for efficient GMM.
AUTHOR
Emmanuel Michaux 2007