statsmodels.tsa.vector_ar.vecm.VECM.information
-
VECM.information(params) -
Fisher information matrix of model
Returns -Hessian of loglike evaluated at params.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.vector_ar.vecm.VECM.information.html
