statsmodels.sandbox.regression.gmm.GMM.fitgmm_cu

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

estimate parameters using continuously updating GMM

Parameters:

start : array_like

starting values for minimization

Returns:

paramest : array

estimated parameters

Notes

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

uses scipy.optimize.fmin