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
7.5.1 Nelder and Mead's Downhill Simplex Method (Amoeba)
7.5.2 Example
7.5.3 Conjugate Gradient Methods
7.5.4 Examples
7.5.5 Quasi-Newton Methods
7.5.6 Examples
7.5.7 Line Minimization
7.5.8 Examples
7.6 Auxiliary Routines for Numerical Optimization
Bibliography