statsmodels/statsmodels — comment on commit 17540867ef660d39bc19e15526adcf342ff2c44b
File:  line 0
By jseabold:

Olsen's note is worth a read. It also provides a possibly neater way to compute the likelihood via partitioning the observations. Has the Hessian as well. http://www.jstor.org/stable/1911445