GMM

代码说明：

  Generalized Method of Moments(GMM) 广义矩方法，是用来估计模型参数的计量经济学过程。具体说明见其中的gmmdoc.pdf。(Generalized Method of Moments (GMM) GMM method is used to estimate model parameters Econometrics process. See which specify gmmdoc.pdf.)

文件列表：

GMM Libraries for Matlab
........................\gmm
........................\...\andmon.m
........................\...\arma.m
........................\...\Contents.m
........................\...\diagw.m
........................\...\gmm.m
........................\...\gmmex
........................\...\.....\ckls.dat
........................\...\.....\ckls_d.m
........................\...\.....\ckls_dj.m
........................\...\.....\ckls_dm.m
........................\...\.....\gmmdata.dat
........................\...\.....\gmmdata.m
........................\...\.....\gmmexj.m
........................\...\.....\gmmexm.m
........................\...\.....\gmmldv.dat
........................\...\.....\gmmldv.mat
........................\...\.....\gmmldv_d.m
........................\...\.....\gmm_d.m
........................\...\.....\hyptest_d.m
........................\...\.....\lingmm_d.m
........................\...\.....\logitj.m
........................\...\.....\logitm.m
........................\...\.....\logitS.m
........................\...\.....\nlsq.dat
........................\...\.....\nlsqalt.m
........................\...\.....\nlsqdat.m
........................\...\.....\nlsqe.m
........................\...\.....\nlsqj.m
........................\...\.....\nlsq_d.m
........................\...\.....\probitj.m
........................\...\.....\probitm.m
........................\...\.....\probitS.m
........................\...\.....\rosen.m
........................\...\.....\roseng.m
........................\...\.....\rosenh.m
........................\...\.....\rosen_d.m
........................\...\.....\sumstats_d.m
........................\...\.....\test.dat
........................\...\.....\userw.m
........................\...\.....\userw_d.m
........................\...\gmmS.m
........................\...\lingmmh.m
........................\...\lingmmj.m
........................\...\lingmmm.m
........................\...\msdj.m
........................\...\msdm.m
........................\...\objplot.m
........................\...\prt_gmm.m
........................\...\stdn_prb.m
........................\...\vec.m
........................\...\vech.m
........................\gmmdoc.pdf
........................\minz
........................\....\cols.m
........................\....\Contents.m
........................\....\gmm
........................\....\...\gmmex
........................\....\...\.....\nlsqalt.m
........................\....\...\.....\nlsqdat.m
........................\....\...\.....\nlsqe.m
........................\....\...\.....\nlsqj.m
........................\....\...\.....\nlsq_d.m
........................\....\...\.....\rosen.m
........................\....\...\.....\roseng.m
........................\....\...\.....\rosenh.m
........................\....\...\.....\rosen_d.m
........................\....\hessz.m
........................\....\lsfunc.m
........................\....\lsgrad.m
........................\....\minz.m
........................\....\mprint1.m
........................\....\numz.m
........................\....\rows.m
........................\....\step2.m
........................\....\stepz.m
........................\Utilities
........................\.........\autocorr.m
........................\.........\covcorr.m
........................\.........\desc.m
........................\.........\efffront.m
........................\.........\hj.m
........................\.........\hjm.m
........................\.........\hjshift.m
........................\.........\hjshiftm.m
........................\.........\hwhite.m
........................\.........\kzspan.m
........................\.........\lprintf.m
........................\.........\lprintf_d.m
........................\.........\makelags.m
........................\.........\mcov.m
........................\.........\mprint1.m
........................\.........\mprint3.m
........................\.........\mprint3_d.m
........................\.........\nwse.m
........................\.........\prt_corr.m
........................\.........\prt_desc.m