Multi-step perturbation solution of nonlinear differentiable equations applied to an econometric analysis of productivity

DOI10.1016/j.csda.2008.08.009zbMath1453.62064OpenAlexW2075312022MaRDI QIDQ961401

Baoline Chen, Peter A. Zadrozny

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.08.009

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08)

Related Items (1)

Optimal control of nonlinear dynamic econometric models: an algorithm and an application

Cites Work

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• Projected gradient approach to the numerical solution of the SCoTLASS
• A dynamic model of expected bond returns: A functional gradient descent approach
• Higher-moments in perturbation solution of the linear-quadratic exponential Gaussian optimal control problem
• Efficient Methods of Measuring Welfare Change and Compensated Income in Terms of Ordinary Demand Functions
• Quadratic Forms with Linear Constraints

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