statsmodels.tsa.statespace.dynamic_factor.DynamicFactorResults.cov_params_robust_oim

DynamicFactorResults.cov_params_robust_oim()

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

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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.dynamic_factor.DynamicFactorResults.cov_params_robust_oim.html