# Em Algorithm Matlab Code

The following matlab project contains the source code and matlab examples used for em algorithm.

The following matlab project contains the source code and matlab examples used for em algorithm.

Generalized method of moments (GMM) is a generic method for estimating parameters in statistical models. Usually it is applied in the context of semiparametric models, where the parameter of interest is finite-dimensional, whereas the full shape of the distribution function of the data may not be known, and therefore the maximum likelihood estimation is not applicable.