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>> Generalized Method of Moments
Generalized Method of Moments
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
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