statsmodels.sandbox.regression.gmm.GMM.fitgmm_cu

GMM.fitgmm_cu(start, optim_method='bfgs', optim_args=None) [source]

estimate parameters using continuously updating GMM

Parameters:	start (array_like) – starting values for minimization
Returns:	paramest – estimated parameters
Return type:	array

Notes

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

uses scipy.optimize.fmin