Automatic differentiation and interval arithmetic for estimation of disequilibrium models

DOI10.1023/A:1008633613243MaRDI QIDQ1366848zbMATH OpenFDO

Authors Max E. Jerrell

Publication date 17 September 1997

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1008633613243

zbMATH Keywords

automatic differentiationdisequilibrium modelsinterval arithmeticsmaximum likelihoodnonlinear estimation

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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• AUTOMATED DISCOVERY IN ECONOMETRICS

Describes a project that uses

Uses Software

• ADOL-C
• PCOMP
• ACRITH-XSC

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