Re: Generalized Method of Moments

Hi Phil, thanks a lot for help.
If you don't mind please have a look at the following. I tried to
apply your suggestions.
Is it correct the following code? since it stucked on
fhandle = @(x)myfunction(x,W) telling that:
"identifier" expected, "(" found. (**)

I changed a little bit and wrote:

while (stopping_condition == false) (***)
W = eye(4); % as starting matrix (fixed one)
fhandle = myfunction(@param,W); %here I changed as response to
indicated above (**), correct??
st = [0.01 0.2 0.01];
[param] = fminunc(fhandle,st)
W = autocov(param); % generates new W matrix by external function
'autocov'

loop
end

now matlab asks me about the line (***)
"Expected a variable, function, or constant, found "% comment".", I
don't know the stopping loop value of param since I want to estimate
it. What kind of stopping_value I need ?? is it the number of
iterations?

would very appreciate your corrections to my version.
best, rob

Phil wrote:


Rob,
The structure of the code would be along these lines.

while (stopping_condition == false)
...
W=...
fhandle = @(x)myfunction(x,W)
[param]=fminunc(fhandle, 'starting value for param')
....
loop

Notice that "myfunction" is nested within an anonymous function,
that
way the function passed on to fminunc, changes according to new
values
of W in each iteration.


.

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