<< gmmLsFunc Generalized Method of Moments gmmMomtRestr >>

Grocer >> Generalized Method of Moments > gmmLsGrad

gmmLsGrad

GMM gradients of the objective function

CALLING SEQUENCE

G = gmmLsGrad(b,gmmopt,Y,X,Z,W)

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)

* W = matrix of weights

 

Output

* G = gradients evaluated at b

DESCRIPTION

Evaluates 2M(b)'W m(b) gradients of objective function.

AUTHOR

Emmanuel Michaux 2007

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<< gmmLsFunc Generalized Method of Moments gmmMomtRestr >>