... matrixDi: These methods are called Quasi-Newton methods. Two popular methods are do to Davidson-Fletcher-Powell (DFP) and Broyden-Fletcher-Goldfarb-Shanno (BFGS).Letgi= gi gi1i= ... Econometrica, 61, 82 1-8 516.[7] Andrews, D.W.K. and M. Buchinsky: (2000): \A three-step method for choosing the number of boot-strap replications," Econometrica, 68, 2 3-5 1.[8] Andrews, D.W.K. ... equations," Journal of Econometrics, 51, 11 3-1 50.[19] Chow, G.C. (1960): \Tests of equality between sets of coecients in two linear regressions," Economet-rica, 28, 59 1-6 03.158[20] Cragg,...