Search Results - subject:"Inequality constraints"

IMPOSING REGULARITY CONDITIONS ON A SYSTEM OF COST AND FACTOR SHARE EQUATIONS

Griffiths, William E.; O'Donnell, Christopher J.; Cruz, … - School of Economics, Business School - 1999

Systems of equations comprising cost functions and first-order derivative equations are often used to estimate characteristics of production technologies. Unfortunately, many estimated systems violate the regularity conditions implied by economic theory. Sampling theory methods can be used to...

Persistent link: https://www.econbiz.de/10005476558

Likelihood Ratio Test for and Against Nonlinear Inequality Constraints

Liu, Xinsheng - In: Metrika 65 (2007) 1, pp. 93-108

Persistent link: https://www.econbiz.de/10005756227

Imposing Regularity Conditions on a System of Cost and Cost-Share Equations: A Bayesian Approach

Griffiths, William E.; O'Donnell, Christopher J.; Cruz, … - Australian Agricultural and Resource Economics Society … - 1997

A problem with the use of flexible functional forms is that the estimated functions frequently violate the regularity conditions (eg, monotonicity, concavity) implied by economic theory. Sampling theory methods exist for imposing curvature conditions at all non-negative prices, but such methods...

Persistent link: https://www.econbiz.de/10010914568

Inequality Constraints in Recursive Economies

Pontus, Rendahl - Society for Computational Economics - SCE - 2006

Dynamic models with inequality constraints pose a challenging prob- lem for two major reasons: Dynamic Programming … inequality constraints may bind. As a corollary, convergence of an iterative procedure on the Euler equation, usually referred to …; dynamic economic problems with inequality constraints can be solved reliably and extremely effciently by exploiting the …

Persistent link: https://www.econbiz.de/10005537417

Bayesian Estimation of Circumplex Models Subject to Prior Theory Constraints and Scale-Usage Bias

Lenk, Peter; Wedel, Michel; Böckenholt, Ulf - In: Psychometrika 71 (2006) 1, pp. 33-55

Persistent link: https://www.econbiz.de/10005376422

The analysis of ordered categorical data: An overview and a survey of recent developments

Liu, Ivy; Agresti, Alan - In: TEST: An Official Journal of the Spanish Society of … 14 (2005) 1, pp. 1-73

Persistent link: https://www.econbiz.de/10005613360

Estimation and Testing of Dynamic Models with Generalized Hyperbolic Innovations

Mencía, Javier; Sentana, Enrique - C.E.P.R. Discussion Papers - 2005

We analyse the Generalised Hyperbolic distribution adequacy to model kurtosis and asymmetries in multivariate conditionally heteroskedastic dynamic regression models. We standardise this distribution, obtain analytical expressions for the log-likelihood score, and explain how to evaluate the...

Persistent link: https://www.econbiz.de/10005124228

More on partitioned possibly restricted linear regression

Werner, Hans Joachim; Yapar, Cemil - University of Bonn, Germany - 1994

This paper deals with the general partitioned linear regression model where the regressor matrix $X=\pmatrix{X_1 & X_2\cr}$ may be deficient in column rank, the dispersion matrix $V$ is possibly singular, $\beta^t=\pmatrix{\beta_1^t & \beta_2^t\cr}$ - being partitioned according to $X$ - is the...

Persistent link: https://www.econbiz.de/10004968324

On Inequality Constrained Generalized Least Squares Selections in the General Possibly Singular

Werner, Hans Joachim; Yapar, Cemil - University of Bonn, Germany - 1994

form of linear independent inequality constraints. Since these constraints are part and parcel of the model the inequality …

Persistent link: https://www.econbiz.de/10005028390

Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations

Wang, Lihong - In: Annals of the Institute of Statistical Mathematics 56 (2004) 2, pp. 251-264

Persistent link: https://www.econbiz.de/10005184627