how to write the unconditional moment restrictions

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Houda
Houda 2015년 10월 15일
Hey everybody, I am trying to replicate the example in Burnside 1999"Real business cycle models: Linear approximation and GMM estimation", you find all the codes related to this note(attached). I am focusing exactly on the christiano and eichenbaum 1992 model. For the gmm estimation, the gmmerr.m defines the unconditional moments restrictions to get the moments. I tried to define one more moment like the correlation between consumption C and output Y, but how to write this restriction?!!! and to add it to the other set of moment restrictions in gmmerr.m. Thanks for your help

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