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statsmodels.sandbox.regression.gmm.GMM.gradient_momcond

GMM.gradient_momcond(params, epsilon=0.0001, centered=True)[source]

gradient of moment conditions

Parameters:

params : ndarray

parameter at which the moment conditions are evaluated

epsilon : float

stepsize for finite difference calculation

centered : bool

This refers to the finite difference calculation. If centered is true, then the centered finite difference calculation is used. Otherwise the one-sided forward differences are used.

TODO: looks like not used yet :

missing argument weights

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