25 lines
473 B
R
25 lines
473 B
R
\name{covariance.GMM}
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\alias{covariance.GMM}
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\title{Estimated covariance matrix}
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\usage{
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covariance.GMM(param, conditions.vector, data, ...)
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}
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\arguments{
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\item{param}{Vector of estimated parameters}
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\item{conditions.vector}{Vector of moment conditions}
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\item{data}{Individual data sample}
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\item{...}{Functions 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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