Econometrics I

Thus the estimates from the Hessian matrix from the second order partials (2OP) are (e(e/n)(X(X)-1 = and 2(e(e/n)2/n = 111.2096. Outer Product of Gradients (OPG): The alternative is to estimate the variance-covariance matrix by squaring the first derivatives by an outer product. ................
................

In order to avoid copyright disputes, this page is only a partial summary.

Google Online Preview   Download