Automatic differentiation and interval arithmetic for estimation of disequilibrium models

DOI10.1023/A:1008633613243zbMath0892.90042MaRDI QIDQ1366848

Max E. Jerrell

Publication date: 17 September 1997

Published in: Computational Economics (Search for Journal in Brave)

zbMATH Keywords

automatic differentiationmaximum likelihoodinterval arithmeticsnonlinear estimationdisequilibrium models

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (3)

Balanced random interval arithmetic in market model estimation ⋮ Fitting psychometric models with methods based on automatic differentiation ⋮ Unnamed Item

Uses Software

• ACRITH-XSC
• ADOL-C
• PCOMP

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