7 | Numerical Optimization Methods in Econometrics |
7.1 | Introduction |
7.2 | Solving a Nonlinear Equation |
7.3 | Solving a System of Nonlinear Equations |
7.3.1 | Newton-Raphson Method for Systems |
7.3.2 | Example |
7.3.3 | Modified Newton-Raphson Method for Systems |
7.3.4 | Example |
7.4 | Minimization of a Function: One-dimensional Case |
7.5 | Minimization of a Function: Multidimensional Case |
7.6 | Auxiliary Routines for Numerical Optimization |
Bibliography |