function g = a0lhgh(x0,s,nobs,nvar,a0indx);
%function g = a0lhgh(x0,s,nobs,nvar,a0indx);
%      computes the hessian with analytical gradient provided
%  x0 (parameter vector),
%  s (covariance matrix of innovations): note divided by "nobs"
%  nobs (no of obs),
%  nvar (no of variables),
%  a0indx (matrix indicating the free parameters in A0, and each column in A0 corresponds
%                    to an equation)


%%a = zeros(nvar*nvar,1);
a = zeros(nvar);
g = zeros(nvar*nvar,1);
badg = 0;
a(a0indx) = x0;
b = -nobs*inv(a') + nobs*s*a;
b = reshape(b,nvar*nvar,1);
g = b(a0indx);