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Implement analytical vcov() for alm() #52

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config-i1 opened this issue Mar 8, 2021 · 0 comments

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config-i1 commented Mar 8, 2021

This is done for normal and normal-based distributions and for Poisson. Can also be done for:

Poisson with AR(p),
Logit regression,
Other? Need to investigate.

config-i1 added the enhancement label

config-i1 pushed a commit that referenced this issue


          Analytical vcov for dynamic alm(). Issue #52

ecadd1c

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