Lange, Rense; Oliva, Terence A.; McDade, Sean R. - In: Studies in Nonlinear Dynamics & Econometrics 4 (2000) 3
Following the framework in Oliva et al. 1987, GEMCAT II implements a flexible method to test catastrophe models containing multivariate (i.e., latent) variables while allowing for a priori variable specifications. The system uses an efficient hybrid minimization algorithm combining the Downhill...
