utilities {sphet}

Functions used by gstslshet.

Description

• arg and arg1 are the objective functions of the non-linear estimators in the GMM procedure.

• Omega and Omegabis generates the variance-covariance matrices of the Original and Transformed models (See Arraiz et al., 2007 for details.)

• Ggfastfast calculates G and g.

• All other functions perform calculations to estimates various objects defined in Appendix B2 and B3 in Arraiz et al., 2007.

Author(s)

Gianfranco Piras [e-mail]