statsmodels.sandbox.regression.gmm.GMM.fitgmm_cu¶

GMM.fitgmm_cu(start, optim_method='bfgs', optim_args=None)[source]¶

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