Hi, I looked at Mike Cliff's web page (http://www.mgmt.purdue.edu/faculty/mcliff/progs.html) and tried the GMM demo using Chan, Karolyi, Longstaff and Sanders (1992) interest rate model.
But after typing the line gout=gmm(b0,gmmopt,dr,r,Z); I get the error message "??? Unable to find subsindex function for class struct". So the estimation of the model cannot proceed. I searched for this error online and found an explanation that says that this error occurs when a variable has the same name as a MATLAB function. But I'm still not sure how to correct things. Can someone help, please? Sincerely, Eileen -- +++ GMX - die erste Adresse f�r Mail, Message, More +++ Bis 31.1.: TopMail + Digicam f�r nur 29 EUR http://www.gmx.net/topmail . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
