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