GMMStuff/man/covariance.GMM.Rd

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\name{covariance.GMM}
\alias{covariance.GMM}
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\title{Estimated covariance matrix}
\usage{
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covariance.GMM(conditions.vector, param, sample...)
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}
\arguments{
\item{conditions.vector}{Vector of moment conditions}
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\item{param}{Vector of estimated parameters}
\item{sample}{Individual data sample}
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\item{...}{Parameters of the vector of moment conditions}
}
\value{
A square covariance matrix
}
\description{
Estimated covariance matrix
}
\author{
François Pelletier
}