A Newton's algorithm for solving multicountry econometric models

DOI10.1016/0165-1889(89)90010-9MaRDI QIDQ1114341zbMATH OpenOpenAlexFDO

Authors Patrick Hénaff

Publication date 1989

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1889(89)90010-9

zbMATH Keywords

comparison of methodsGauss-Seidel methodmulticountry econometric modelsNewton-type algorithmNumerical experiments

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99) Numerical computation of solutions to systems of equations (65H10) Statistical methods; economic indices and measures (91B82)

Review text

The author presents a Newton-type algorithm for solving multicountry econometric models. The algorithm exploits the structure of the model and is implemented without using sparse matrix techniques. Numerical experiments are given, comparing this Newton-type method with the Gauss- Seidel method generally used for this type of problem.

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• Analysis of the Berlekamp-Massey Linear Feedback Shift-Register Synthesis Algorithm
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• scientific article; zbMATH DE number 3589702 (Why is no real title available?)
• scientific article; zbMATH DE number 3325215 (Why is no real title available?)
• Inexact Newton Methods
• Partitioning, tearing and modification of sparse linear systems

Cited in

(3)

• A Newton's algorithm for solving multicountry econometric models
• An algorithm competition: First-order iterations versus Newton-based techniques
• scientific article; zbMATH DE number 572144 (Why is no real title available?)

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