23 lines
402 B
R
23 lines
402 B
R
\name{covariance.GMM}
|
|
\alias{covariance.GMM}
|
|
\title{Estimated covariance matrix}
|
|
\usage{
|
|
covariance.GMM(conditions.vector, n, ...)
|
|
}
|
|
\arguments{
|
|
\item{conditions.vector}{Vector of moment conditions}
|
|
|
|
\item{n}{Sample size}
|
|
|
|
\item{...}{Parameters of the vector of moment conditions}
|
|
}
|
|
\value{
|
|
A square covariance matrix
|
|
}
|
|
\description{
|
|
Estimated covariance matrix
|
|
}
|
|
\author{
|
|
François Pelletier
|
|
}
|
|
|