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sphet (version 2.1-1)

utilities: Functions used by gstslshet.

Description

  • arg and arg1 are the objective functions of the non-linear estimators in the GMM procedure.

  • Omega and Omegabis generates the variance-covariance matrices of the Original and Transformed models (See Arraiz et al., 2007 for details.)

  • Ggfastfast calculates G and g.

  • All other functions perform calculations to estimates various objects defined in Appendix B2 and B3 in Arraiz et al., 2007.

Arguments

Author

Gianfranco Piras gpiras@mac.com