VARMAX.opg_information_matrix(params, transformed=True, includes_fixed=False, approx_complex_step=None, **kwargs)

Outer product of gradients information matrix

paramsarray_like, optional

Array of parameters at which to evaluate the loglikelihood function.


Additional arguments to the loglikeobs method.


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.

Last update: Sep 01, 2023