start3l.dat

来自「一个统计模块的C++源程序！应该能用到的！」· DAT 代码 · 共 22 行

Gallant, "Nonlinear Statistical Models," Chapter 6, Figure 2, p. 449-450.
GMM                What estimation method?  Code SUR, TSLS, or GMM.
238                Number of observations, t = 1, ..., n.
1                  Number of equations, i.e. dimension of e.
3                  Number of instruments, i.e. dimension of Z.
2                  Number of parameters, i.e. dimension of theta.
20                 Upper limit on Gauss-Newton iterations.
1                  Number var iterates, ivar=0 means none.
heteroskedastic    Code homoskedastic or heteroskedastic.
3                  Number of moving average terms MA for var estimate.
Parzen             Code none or Parzen, none when MA>0 is unwise.
1.000000e-05       Convergence tolerance, tol=1.0e-8 is reasonable.
1.000000e-13       Inversion tolerance, eps=1.0e-13 is reasonable
full               How much output?  Code none, minimal, or full.
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-0.4
 0.9