Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study
Year of publication: |
1983-08
|
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Authors: | Calzolari, Giorgio ; Panattoni, Lorenzo |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Hessian matrix | full information maximum likelihood | Newton like methods | gradient methods | covariance matrix estimators |
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