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:¶
- paramest
ndarray
estimated parameters
- paramest
Notes
todo: add fixed parameter option, not here ???
uses scipy.optimize.fmin
Last update:
Jun 10, 2024