2014-02-28 04:05:30 +00:00
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\name{covariance.GMM}
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\alias{covariance.GMM}
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2014-02-27 03:45:46 +00:00
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\title{Estimated covariance matrix}
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\usage{
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2014-02-28 04:05:30 +00:00
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covariance.GMM(conditions.vector, n, ...)
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2014-02-27 03:45:46 +00:00
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}
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\arguments{
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\item{conditions.vector}{Vector of moment conditions}
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\item{n}{Sample size}
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\item{...}{Parameters of the vector of moment conditions}
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}
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\value{
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A square covariance matrix
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}
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\description{
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Estimated covariance matrix
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}
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\author{
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François Pelletier
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}
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