reverse-shooting

Matlab scripts for reverse shooting
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uufct.m (408B)

      1 function uu=uufct(beta,X,mname,param);
      2 
      3 % uufct.m   The function to be minimized u'u
      4 %   It calls the user-defined function mfct(beta,x)
      5 %
      6 %  Chad 5/18/04 I'm not sure this works -- fminsearch doesn't seem to pass mname...
      7 
      8 [T col]=size(X);
      9 y=X(:,1);
     10 x=X(:,2:col);
     11 
     12 %% u=y-mfct(beta,x);
     13 if ~exist('param');
     14    eval(['u=y-' mname '(beta,x);']);
     15 else;
     16    eval(['u=y-' mname '(beta,x,param);']);
     17 end;
     18 uu=u'*u;
     19