Optimization under Nonlinear Constraints

In this paper a timesaving method is proposed for maximizing likelihood functions when the parameter space is subject to nonlinear constraints, expressible as second order polynomials. The suggested approach is especially attractive when dealing with systems with many parameters.

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Year of publication:	1982
Authors:	Jansson, Leif ; Mellander, Erik
Publisher:	Stockholm : The Research Institute of Industrial Economics (IUI)
Subject:	Maximum likelihood \| Multipel parameters \| Nonlinear constraint

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Series:	IUI Working Paper ; 70
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	hdl:10419/95070 [Handle] RePEc:hhs:iuiwop:0070 [RePEc]
Classification:	C10 - Econometric and Statistical Methods: General. General
Source:	EconStor

Persistent link: https://www.econbiz.de/10010335040