Poor performance of BFGS

Yes. It's documented in the manual and the online help [edit]....er...at least it should have been.

optmethod = arg Optimization method :
“bfgs” (BFGS);
“newton” (Newton-Raphson),
“opg” or “bhhh” (OPG or BHHH),
“legacy” (EViews legacy).

cov=arg Covariance method:
“ordinary” (default method based on inverse of the estimated information matrix),
“huber” or “white”

covinfo = arg Information matrix method (applicable when non-legacy “optmethod=”.)
“opg” (OPG) (default method)
“hessian” (observed Hessian).

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