Calzolari, Giorgio; Fiorentini, Gabriele; Panattoni, Lorenzo - Volkswirtschaftliche Fakultät, … - 1993
obtained from the outer products of the first derivatives of the log-likelihoods (BHHH estimator). However, other estimators … information (expected Hessian), (3) a mixture of Hessian and outer products matrix (White's QML covarjance matrix). Signifacant …