Estimation: output of option cova_compute

Hi to all,

when cova_compute = 1 the covariance matrix of the estimated parameters should be stored somewhere, but i cannot find it in the oo_. structure. Can anyone help me? Thanks!


It should be saved to the harddisk into the _mode.mat file

Could it be instead the **SIGMA **matrix in the **_mean.mat **file? Thanks a lot in advance!

It should be the variable hh in the mode.mat file.

Thank you very much!