VARMAX.opg_information_matrix(params, transformed=True, approx_complex_step=None, **kwargs)
Outer product of gradients information matrix
Parameters: |
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Berndt, Ernst R., Bronwyn Hall, Robert Hall, and Jerry Hausman. 1974. Estimation and Inference in Nonlinear Structural Models. NBER Chapters. National Bureau of Economic Research, Inc.
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.varmax.VARMAX.opg_information_matrix.html