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 – estimated parameters

Return type:

ndarray

Notes

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

uses scipy.optimize.fmin