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