📄 contents.m
字号:
% GMM Toolbox for Matlab
% Last Revision: June 08, 2004
%
% MAIN FUNCTIONS
% --------------
% GMMEST: Main procedure for the unrestricted GMM estimation
% R_GMMEST: GMM estimation under linear or nonlinear resrictions
% GOBJ: Computes the GMM objective function and its gradient
% CUGOBJ: Computes the CU GMM objective function
% LONGVAR: Estimates the long run covariance of the sample moment
% condition
% KERNELEST: Computes a matrix where its entries are the Bartlett or
% Parzen weights
% OPTBANDW: Newey and Wests's Method of optimum Bandwidth Selection.
% VAREST: Computes the covariance matrix, std. errors, and confidence
% intervals of the estimates
%
% HYPOTHESIS TESTING
% ------------------
% WTEST : Computes the Wald test for linear/nonlinear restrictions on
% the GMM estimates
% LMTEST : Computes the LM test for linear/nonlinear restrictions on
% the GMM estimates
% DTEST : Computes the D test for linear/nonlinear restrictions on the
% GMM estimates.
% SSTESTS : Structural stability tests with known break-point
% SSTESTSU : Sequence of structural stability tests with unknown break-point
% UBSS_STAT: Sup-, Av-, and Exp- functionals of the unknown break-point
% structural stability tests
% MSC : Computes the Moment Selection Criterion
% RMSC : Computes the Relevance Moment Selection Criterion
%
% GRAPHICAL USER INTERFACE
% ------------------------
% GMMGUI : GUI object for interactive estimation of restricted, unrestricted,
% and Continuous Updated GMM models.
% GMMTESTING : GUI object to perfrom Wald, LM, amd D tests
% MOMSEL : GUI object to calculate the Moment Selection Criterion
% RELMOMSEL : GUI object to calculate the Relevance Moment Selection Criterion
% STRSTAB : GUI object to calculate structural stability tests
%
% HELPER FUNCTIONS
% ----------------
% OPTGET : Utility to get previously set function default values (by P. Fackler and M. Miranda)
% OPTSET : Utility to set function options (by P. Fackler and M. Miranda)
%
% Copyright (c) 2004 Kostas Kyriakoulis.
⌨️ 快捷键说明
复制代码
Ctrl + C
搜索代码
Ctrl + F
全屏模式
F11
切换主题
Ctrl + Shift + D
显示快捷键
?
增大字号
Ctrl + =
减小字号
Ctrl + -