Imposing curvature restrictions on flexible functional forms

A. Ronald Gallant; Gene H. Golub

doi:10.1016/0304-4076(84)90024-1

Imposing curvature restrictions on flexible functional forms

A. Ronald Gallant
, Gene H. Golub

Economics

Research output: Contribution to journal › Article › peer-review

118 Scopus citations

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 language	English (US)
Pages (from-to)	295-321
Number of pages	27
Journal	Journal of Econometrics
Volume	26
Issue number	3
DOIs	https://doi.org/10.1016/0304-4076(84)90024-1
State	Published - Dec 1984

All Science Journal Classification (ASJC) codes

Economics and Econometrics

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10.1016/0304-4076(84)90024-1

Cite this

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title = "Imposing curvature restrictions on flexible functional forms",

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.",

author = "Gallant, \{A. Ronald\} and Golub, \{Gene H.\}",

note = "Funding Information: *Much of the work was done while Gallant was visiting the Department of Computer Science, Stanford University. Thanks are due Margaret H. Wright for helpful discussions. This research was supported in part by North Carolina Agricultural Experiment Station Project NC03641, National Science Foundation Grant SES8207362, and United States Army Research Office Contract DAA 2\%82-K0056.",

year = "1984",

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doi = "10.1016/0304-4076(84)90024-1",

language = "English (US)",

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AU - Golub, Gene H.

N1 - Funding Information: *Much of the work was done while Gallant was visiting the Department of Computer Science, Stanford University. Thanks are due Margaret H. Wright for helpful discussions. This research was supported in part by North Carolina Agricultural Experiment Station Project NC03641, National Science Foundation Grant SES8207362, and United States Army Research Office Contract DAA 2%82-K0056.

PY - 1984/12

Y1 - 1984/12

N2 - 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.

AB - 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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IS - 3

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Imposing curvature restrictions on flexible functional forms

Abstract

All Science Journal Classification (ASJC) codes

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