Imposing curvature restrictions on flexible functional forms

A. Ronald Gallant, Gene H. Golub

Research output: Contribution to journalArticle

99 Citations (Scopus)

Abstract

A general computational method for estimating the parameters of a flexible functional form subject to convexity, quasi-convexity, concavity, or quasi-concavity at a point, at several points, or over a region, is set forth and illustrated with an example.

Original languageEnglish (US)
Pages (from-to)295-321
Number of pages27
JournalJournal of Econometrics
Volume26
Issue number3
DOIs
StatePublished - Dec 1984

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Concavity
Computational methods
Curvature
Restriction
Quasiconvexity
Computational Methods
Convexity
Form
Flexible functional forms
Computational

All Science Journal Classification (ASJC) codes

  • Economics and Econometrics

Cite this

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abstract = "A general computational method for estimating the parameters of a flexible functional form subject to convexity, quasi-convexity, concavity, or quasi-concavity at a point, at several points, or over a region, is set forth and illustrated with an example.",
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Imposing curvature restrictions on flexible functional forms. / Gallant, A. Ronald; Golub, Gene H.

In: Journal of Econometrics, Vol. 26, No. 3, 12.1984, p. 295-321.

Research output: Contribution to journalArticle

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