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