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Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models

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  • Max E. Jerrell

    (Northern Arizona University)

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  • Max E. Jerrell, "undated". "Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models," Computing in Economics and Finance 1997 91, Society for Computational Economics.
    • Handle: RePEc:sce:scecf7:91
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    Cited by:

    1. Zilinskas, Julius & Bogle, Ian David Lockhart, 2006. "Balanced random interval arithmetic in market model estimation," European Journal of Operational Research, Elsevier, vol. 175(3), pages 1367-1378, December.
    2. Robert Cudeck, 2005. "Fitting Psychometric Models with Methods Based on Automatic Differentiation," Psychometrika, Springer;The Psychometric Society, vol. 70(4), pages 599-617, December.

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