GMM

Versione 1.0.0.0 (1,33 KB) da zhiguang cao
GMM
4.5
(2)
14,3K download
Aggiornato 31 ago 2006

Nessuna licenza

This program is for GMM estimation
input:
moment: moment conditions function defined by users
para0:initial value for estimated parameters
Y,X:data used to estimate parameters
Z: data for instrument variables
number: maximum convergence number when choosing optimal weighting matrix
K:number of moment conditions
output:
paraest:parameters estimated
%t_sta: T statistics for each estimated parameter
%V:covariance matrix for estimated parameters
it: number of iteration
Chi_sta and Pvalue: overidentifying test, null hypothesis is moment
conditions are feasible

Cita come

zhiguang cao (2025). GMM (https://it.mathworks.com/matlabcentral/fileexchange/12114-gmm), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R13SP1
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
Categorie
Scopri di più su Multivariate Models in Help Center e MATLAB Answers
Tag Aggiungi tag

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Versione Pubblicato Note della release
1.0.0.0