I paper I am trying to replicate used Eviews to estimate their state space model (by maximizing the associated maximum likelihood). They used the BHHH and Marquardt algorithms.
My question is given that the Marquardt algorithm is generally used to solve least square type problems what is Eviews doing to allow it to be applied to maximum likelihood problems?
1.) Does it change the Marquardt algorithm? If so how?
2.) Does it reformulate the log likelihood maximization as a least squares problem? If so how?