statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQResults.cov_params_robust_oim

DynamicFactorMQResults.cov_params_robust_oim

(array) The QMLE variance / covariance matrix. Computed using the method from Harvey (1989) as the evaluated hessian.


Last update: Apr 12, 2024