Jerrell, Max E. Automatic differentiation and interval arithmetic for estimation of disequilibrium models. (English) Zbl 0892.90042 Comput. Econ. 10, No. 3, 295-316 (1997). Summary: Nonlinear estimation problems have a unknown number of stationary points. Interval arithmetic is promising method that eliminates all but the global optimum. Automatic differentiation provides users with a convenient method of computing the gradient and Hessian of nonlinear functions. These two can be combined to provide an efficient and convenient global optimization process. Cited in 3 Documents MSC: 91B82 Statistical methods; economic indices and measures Keywords:maximum likelihood; disequilibrium models; nonlinear estimation; automatic differentiation; interval arithmetics Software:ACRITH-XSC; PCOMP; ADOL-C PDFBibTeX XMLCite \textit{M. E. Jerrell}, Comput. Econ. 10, No. 3, 295--316 (1997; Zbl 0892.90042) Full Text: DOI