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st: GMM criterion function
From
"Ornaghi C." <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: GMM criterion function
Date
Mon, 13 Jan 2014 15:17:02 +0000
Dear Sirs,
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.
Thanks a lot,
Carmine
-------
Carmine Ornaghi
Director of the PhD Programme in Economics
University of Southampton
School of Social Sciences - Division of Economics
Southampton, SO17 1BJ (UK)
Email: [email protected]
http://www.economics.soton.ac.uk/staff/ornaghi/
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