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 methodNumerical experimentsNewton-type algorithmmulticountry econometric models

Mathematics Subject Classification ID

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

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

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