25 lines
522 B
Text
25 lines
522 B
Text
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\name{delta.method.covariance.GMM}
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\alias{delta.method.covariance.GMM}
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\title{Covariance matrix of the parameters using delta method}
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\usage{
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delta.method.covariance.GMM(covariance, gradient, size)
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}
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\arguments{
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\item{covariance}{Covariance matrix of the moment
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conditions}
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\item{gradient}{Gradient matrix of the moment conditions}
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\item{size}{Sample size}
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}
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\value{
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The covariance matrix of the parameters
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}
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\description{
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Covariance matrix of the parameters using delta method
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}
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\author{
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François Pelletier
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}
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