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