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