usage: [theta, obj_value, convergence, iters] = gmm_estimate(theta, data, weight, moments, momentargs, control, nslaves) inputs: theta: column vector initial parameters data: data matrix weight: the GMM weight matrix moments: name of function computes the moments (should return nXg matrix of contributions) momentargs: (cell) additional inputs needed to compute moments. May be empty ("") control: (optional) BFGS or SA controls (see bfgsmin and samin). May be empty (""). nslaves: (optional) number of slaves if executed in parallel (requires MPITB) outputs: theta: GMM estimate of parameters obj_value: the value of the gmm obj. function convergence: return code from bfgsmin (1 means success, see bfgsmin for details) iters: number of BFGS iteration used please type "gmm_example" while in octave to see an example
Package: econometrics