The information matrix can equivalently be determined via the expectation of the Hessian matrix or the expectation of the outer product of the score vector. The identity of these two matrices, however ...
We apply the White information matrix (IM) test to the linear regression model with autocorrelated errors. A special case of one component of the test is found to be identical to the Engle Lagrange ...
The Matrix 4 has allegedly been test screened in the US – and it sounds like it’s a wild ride. Leaks about the new Lana Wachowski film have, thankfully, been kept to a minimum, so any word on the ...