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gmmCcapmM

Moments condition for power utility CCAPM example

CALLING SEQUENCE

[m,e]=gmmCcapmM(b,gmmopt,Y,X,Z)

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)

 

Output

* m = vector of moment conditions

* e = model errors (Nobs x Neq)

DESCRIPTION

Provides moment conditions and error term for GMM estimation of a power utility CCAPM.

AUTHOR

Emmanuel Michaux 2007

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