statsmodels.sandbox.regression.gmm.IVGMM.fitgmm_cu

IVGMM.fitgmm_cu(start, optim_method='bfgs', optim_args=None)

estimate parameters using continuously updating GMM

Parameters:
startarray_like

starting values for minimization

Returns:
paramestndarray

estimated parameters

Notes

todo: add fixed parameter option, not here ???

uses scipy.optimize.fmin


Last update: Apr 18, 2024