A Newton's algorithm for solving multicountry econometric models

DOI10.1016/0165-1889(89)90010-9zbMath0662.65045OpenAlexW2050566677MaRDI QIDQ1114341

Patrick Hénaff

Publication date: 1989

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(89)90010-9

zbMATH Keywords

comparison of methodsNumerical experimentsGauss-Seidel methodNewton-type algorithmmulticountry econometric models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical computation of solutions to systems of equations (65H10) Statistical methods; economic indices and measures (91B82) Probabilistic methods, stochastic differential equations (65C99)

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A Newton's algorithm for solving multicountry econometric models

Cites Work

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• A Newton's algorithm for solving multicountry econometric models
• Partitioning, tearing and modification of sparse linear systems
• Inexact Newton Methods
• Analysis of the Berlekamp-Massey Linear Feedback Shift-Register Synthesis Algorithm