LinearIVGMM.gradient_momcond(params, **kwds)[source]

gradient of moment conditions

  • params (ndarray) – parameter at which the moment conditions are evaluated
  • epsilon (float) – stepsize for finite difference calculation
  • centered (bool) – This refers to the finite difference calculation. If centered is true, then the centered finite difference calculation is used. Otherwise the one-sided forward differences are used.
  • TODO (looks like not used yet) – missing argument weights