Updated 31 Aug 2006

No License

This program is for GMM estimation
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
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

Cite As

zhiguang cao (2024). GMM (https://www.mathworks.com/matlabcentral/fileexchange/12114-gmm), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13SP1
Compatible with any release
Platform Compatibility
Windows macOS Linux
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