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sphet (version 1.5)

utilities: Functions used by gstslshet.

Description

  • argandarg1are the objective functions of the non-linear estimators in the GMM procedure.
  • OmegaandOmegabisgenerates the variance-covariance matrices of the Original and Transformed models (See Arraiz et al., 2007 for details.)
  • Ggfastfastcalculates G and g.
  • All other functions perform calculations to estimates various objects defined in Appendix B2 and B3 in Arraiz et al., 2007.

Arguments