| Field Name | Explanation |
|---|---|
Estimates |
The final GMM estimates (displayed as a row vector) |
Jtest |
The overidentifying restrictions test |
MomentsVariance |
The long-run variance of the moments, evaluated at the final estimates |
ProbJ |
The probability value of the J-test |
Final_Moments |
The moments' vector, evaluated at the final estimates |
Final_Moments_gradient |
The gradient of the moments, evaluated at the final estimates |
ThetaVariance |
The variance of the final GMM estimates |
ThetaStd |
The standard deviation of the final GMM estimates |
ConfInterval |
95% confidence intervals of the estimates |
Dataset |
The dataset used for estimation |
Var_arg |
Additional arguments used for estimation |
moments |
The name of the moments' function |
OPTION_StartVals |
The starting values used for the estimation |
OPTION_FirstStepW |
The first step weighting matrix used for the estimation |
OPTION_MomCovType |
The type of the long-run covariance matrix (Serially Uncorrelated, etc.) |
OPTION_Bandwidth |
The value of bandwidth used |
OPTION_MaxGMMiter |
The upper bound of the GMM iterations |
OPTION_GMM_ToleCrit |
The tolerance criterion for the GMM iterations |
OPTION_MaxFunEvals |
The upper bound on function evaluations (used by Matlab's min.procedure) |
Suppose that your output has been saved with the name estimation1. Then, you can access any of the above fields using estimation1.FieldName
For example to access: