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 |