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Re: st: GMM criterion function


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: GMM criterion function
Date   Mon, 13 Jan 2014 15:31:18 +0000

<>

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Nick
[email protected]

On 13 January 2014 15:17, Carmine Ornaghi

> I have a problem with the value of the criterion function in GMM.
> In the attached file, you can see that the value of the GMM criterion in the last iteration Q(b) =  1.416e-06 is different from the result saved in e(Q) =  .000210635363449 .
> I would appreciate if you could help me clarifying this difference.
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