reverse-shooting

Matlab scripts for reverse shooting
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Jfct.m (271B)

      1 function  J=Jfct(beta,X,W,uname,param);
      2 
      3 %  The quadratic form to be minimized by gmm:
      4 %
      5 %      J = ubar'*W*ubar
      6 %
      7 %   where ubar = sample mean of u, and u = uname(beta0,X,param) u is qxT.
      8 
      9 eval(['u=' uname '(beta,X,param);']);
     10 ubar=mean(u')'; 			% qx1
     11 J = ubar'*W*ubar;