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 |
7.4.1 | Minimum Bracketing |
7.4.2 | Example |
7.4.3 | Parabolic Interpolation |
7.4.4 | Example |
7.4.5 | Golden Section Search |
7.4.6 | Example |
7.4.7 | Brent's Method |
7.4.8 | Example |
7.4.9 | Brent's Method Using First Derivative of a Function |
7.4.10 | Example |
7.5 | Minimization of a Function: Multidimensional Case |
7.6 | Auxiliary Routines for Numerical Optimization |
Bibliography |