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.
Gianfranco Piras gpiras@mac.com