reverse-shooting

Matlab scripts for reverse shooting
Log | Files | Refs | README

gmmtest.m (141B)

      1 x=[ones(100,1) randn(100,2)];
      2 b=[1 2 3]';
      3 y=x*b+3*randn(100,1);
      4 
      5 ols(y,x,0,0,0);
      6 
      7 disp ' ';
      8 
      9 beta0=[1 1 1]';
     10 X=[y x];
     11 
     12 gmm(beta0,X,'utest');