PS4 2b: Negative values in SigHat and W_hat_2step

[jtcerda]

Hi,

I'm getting negative values in SigHat and W_hat_2step in question 2(b), is that possible? Everything else seemed ok and converged, so it is kind of weird. Computed it as in the GMM notebook and worked well for part (a)

Thanks!

[jtcerda]

Sorry, the problem is that yields "nan" for the std errors of the parameters because I can't take square root