Home > freetb4matlab > econometrics > gmm_estimate.m

gmm_estimate

PURPOSE ^

Copyright (C) 2003,2004,2005 Michael Creel

SYNOPSIS ^

function [theta, obj_value, convergence, iters] = gmm_estimate(theta, data, weight, moments, momentargs, control, nslaves)

DESCRIPTION ^

 Copyright (C) 2003,2004,2005 Michael Creel <michael.creel@uab.es>

 This program is free software; you can redistribute it and/or modify
 it under the terms of the GNU General Public License as published by
 the Free Software Foundation; either version 2 of the License, or
 (at your option) any later version.

 This program is distributed in the hope that it will be useful,
 but WITHOUT ANY WARRANTY; without even the implied warranty of
 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 GNU General Public License for more details.

 You should have received a copy of the GNU General Public License
 along with this program; If not, see <http://www.gnu.org/licenses/>.

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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