suimong 发表于 2015-12-23 15:21 
你如果有具体的代码问题我可以帮你,研究问题帮不了你了。
请问GMM估计的方程有什么要求吗?
gmm(g,x,t0=NULL,gradv=NULL, type=c("twoStep","cue","iterative"),
wmatrix = c("optimal","ident"), vcov=c("HAC","iid","TrueFixed"),
kernel=c("Quadratic Spectral","Truncated", "Bartlett", "Parzen", "Tukey-Hanning"),
crit=10e-7,bw = bwAndrews, prewhite = FALSE, ar.method = "ols", approx="AR(1)",
tol = 1e-7, itermax=100,optfct=c("optim","optimize","nlminb", "constrOptim"),
model=TRUE, X=FALSE, Y=FALSE, TypeGmm = "baseGmm", centeredVcov = TRUE,
weightsMatrix = NULL, traceIter = FALSE, data, eqConst = NULL,
eqConstFullVcov = FALSE, ...)
help里面有这么多代码?该怎么用啊?