7 | Numerical Optimization Methods in Econometrics |
7.1 | Introduction |
7.2 | Solving a Nonlinear Equation |
7.3 | Solving a System of Nonlinear Equations |
7.4 | Minimization of a Function: One-dimensional Case |
7.5 | Minimization of a Function: Multidimensional Case |
7.6 | Auxiliary Routines for Numerical Optimization |
7.6.1 | Gradient |
7.6.2 | Examples |
7.6.3 | Jacobian |
7.6.4 | Examples |
7.6.5 | Hessian |
7.6.6 | Example |
7.6.7 | Restriction of a Function to a Line |
7.6.8 | Example |
7.6.9 | Derivative of a Restricted Function |
7.6.10 | Example |
Bibliography |