Imposing curvature restrictions on flexible functional forms

DOI10.1016/0304-4076(84)90024-1zbMath0573.62098OpenAlexW2072898353MaRDI QIDQ1062722

A. Ronald Gallant, Gene H. Golub

Publication date: 1984

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/538.pdf

zbMATH Keywords

concavityconvexityquasi-concavityquasi- convexitycurvature restrictionsflexible functional form

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99)

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Uses Software

• IMSL Numerical Libraries
• NPSOL

Cites Work

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