gACF: ACF Second Stage - GMM estimation
In prodest: Production Function Estimation
Description
Usage
Arguments
Details
Author(s)
Description
gACF returns the second stage parameters estimates of ACF models. It is part of the prodestACF() routine.
Usage
1
2
gACF(theta, mZ, mW, mX, mlX, vphi, vlag.phi)
Arguments
theta
Vector of parameters to be estimated.
mZ
Matrix of instruments.
mW
Weighting matrix.
mX
Matrix of regressors.
mlX
matrix of lagged regressors.
vphi
Vector of fitted polynomial.
vlag.phi
Lagged vector of fitted polynomial.
Details
gACF() estimates the second stage of ACF routine. It accepts 7 inputs, generates and optimizes over the group of moment functions E(xi_itZ^k_it).
Author(s)
Gabriele Rovigatti
prodest documentation built on May 2, 2019, 8:34 a.m.
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Description Usage Arguments Details Author(s)
Description
gACF returns the second stage parameters estimates of ACF models. It is part of the prodestACF() routine.
Usage
1 2 | gACF(theta, mZ, mW, mX, mlX, vphi, vlag.phi)
|
Arguments
theta |
Vector of parameters to be estimated. |
mZ |
Matrix of instruments. |
mW |
Weighting matrix. |
mX |
Matrix of regressors. |
mlX |
matrix of lagged regressors. |
vphi |
Vector of fitted polynomial. |
vlag.phi |
Lagged vector of fitted polynomial. |
Details
gACF() estimates the second stage of ACF routine. It accepts 7 inputs, generates and optimizes over the group of moment functions E(xi_itZ^k_it).
Author(s)
Gabriele Rovigatti
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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