[R] R: method of moments

Clark Allan Allan at STATS.uct.ac.za
Fri Nov 11 12:22:01 CET 2005


hi all

does anyone know how one would calculate the covariance matrix of a
vector of estimated parameters if we use the method of moments
technique? one could use bootstrapping techniques but there should be
some asymptotic results that could be used as per MLE estimates.

a reference would be much appreciated.


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