Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models.

Nonlinear estimation problems have a unknown number of stationary points. Interval arithmetic is a promising method that eliminates all but the global optimum. Automatic differentiation provides users with a convenient method of computing the gradient and Hessian of nonlinear functions these two can be combined to provide an efficient and convenient global optimization process. Citation Copyright 1997 by Kluwer Academic Publishers.