Imposing curvature restrictions on flexible functional forms |
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Authors: | ARonald Gallant Gene H Golub |
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Institution: | North Carolina State University, Raleigh, NC 27650-5513, USA;Stanford University, Stanford, CA 94305, USA |
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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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