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gmmLinJ

Jacobian of moment conditions for linear GMM estimation

CALLING SEQUENCE

M = gmmLinJ(b,gmmopt,Y,X,Z)

PARAMETERS

Input

* b = parameter vector fed to function

* gmmopt = gmm options tlist

* Y = "dependent" variables

* X = "independent" variables

* Z = instruments (can be same as X)

 

Output

* M = Jacobian (rows(m) x k)

DESCRIPTION

Provides Jacobian of moment conditions for linear GMM estimation.

AUTHOR

Emmanuel Michaux 2007

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