Displaying 1 result from an estimated 1 matches for "sherlene".
2011 Oct 25
1
regression using GMM for mulltiple groups
...sep=",",dec=".",header=TRUE)
require(gmm)
Returns <- DataMat[1:6480,"Returns"]
VWRET <- DataMat[1:6480,"VWRET"]
RF <- DataMat[1:6480,"RF"]
z<-as.matrix(Returns-RF)
zm<-as.matrix(VWRET-RF)
res <- gmm(z ~ zm, x = zm)
coef(res)
--
Sherlene Enriquez-Savery, Doctoral Candidate
Department of Mathematics & Statistics
University of South Florida
4202 East Fowler Avenue
Tampa,FL, 33620
(813) 974-5439
(813) 974 6126 Fax
ssenriqu@usf.edu
ssenriqu@mail.usf.edu
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