A derivation of the Hessian of the (concentrated) likelihood function of the factor model employing the Schur product
H. Neudecker
| Year of publication: |
1976
|
|---|---|
| Authors: | Neudecker, H. |
| Publisher: |
Amsterdam : Univ., Instituut voor Actuariaat & Econometrie |
| Subject: | Ökonometrik Schätzung |
| Extent: | 7 S |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000665553