Chapter 12 Computational problems and methods

Maximum Likelihood from Incomplete Data Via the EM Algorithm

1977 • 46,601 citations

An Algorithm for Least-Squares Estimation of Nonlinear Parameters

1963 • 29,357 citations

A Simplex Method for Function Minimization

1965 • 27,535 citations

Linear Statistical Inference and its Applications

1973 • 10,599 citations

Maximum likelihood estimation from incomplete data via the EM algorithm

1977 • 4,582 citations

A Rapidly Convergent Descent Method for Minimization

1963 • 4,529 citations

An efficient method for finding the minimum of a function of several variables without calculating derivatives

1964 • 4,391 citations

Linear Statistical Inference and Its Applications.

1975 • 3,726 citations

Applied Numerical Methods

1970 • 3,583 citations

Principles of Econometrics

1973 • 3,349 citations

A Note on the Generation of Random Normal Deviates

1958 • 3,337 citations

Monte Carlo methods

1964 • 3,128 citations

Algorithms for Minimization Without Derivatives

1974 • 3,064 citations

Linear Algebra

1961 • 2,797 citations

Principles of Econometrics.

1972 • 2,215 citations

Nonlinear Parameter Estimation

1979 • 2,200 citations

An Introduction to Bayesian Inference in Econometrics.

1974 • 2,058 citations

Structural analysis of discrete data with econometric applications

1982 • 2,021 citations

Introduction To Numerical Analysis

1956 • 1,938 citations

Linear Statistical Inference and its Applications.

1974 • 1,765 citations

Estimation and Inference in Nonlinear Structural Models

1974 • 1,759 citations

An Introduction to Bayesian Inference in Econometrics.

1972 • 1,749 citations

Distributions in Statistics: Continuous Multivariate Distributions.

1973 • 1,629 citations

Distributions in Statistics: Continuous Multivariate Distributions.

1973 • 1,622 citations

Quasi-Newton Methods, Motivation and Theory

1977 • 1,480 citations

Gaussian quadrature formulas

1966 • 1,394 citations

Gaussian Quadrature Formulas

1967 • 1,290 citations

The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints

1960 • 1,172 citations

Introduction to numerical analysis

1956 • 1,118 citations

A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences

1978 • 943 citations

An Adaptive Nonlinear Least-Squares Algorithm

1981 • 896 citations

Analysis and control of dynamic economic systems

1975 • 848 citations

Variable Metric Method for Minimization

1991 • 841 citations

The Greatest of a Finite Set of Random Variables

1961 • 734 citations

Nonlinear Methods in Econometrics.

1973 • 675 citations

Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo

1978 • 595 citations

Unified approach to quadratically convergent algorithms for function minimization

1970 • 594 citations

Numerical Methods for Unconstrained Optimization

1975 • 590 citations

Numerical Methods for Non-Linear Optimization

1973 • 585 citations

A New Approach to Estimating Switching Regressions

1972 • 578 citations

The Use of Variance Components Models in Pooling Cross Section and Time Series Data

1971 • 531 citations

Methods of optimization

1975 • 515 citations

The Gradient Projection Method for Nonlinear Programming. Part II. Nonlinear Constraints

1961 • 505 citations

A Convenient Method for Generating Normal Variables

1964 • 491 citations

Estimating Mixtures of Normal Distributions and Switching Regressions

1978 • 489 citations

Tables for Computing Bivariate Normal Probabilities

1956 • 459 citations

Confidence Regions in Non-Linear Estimation

1960 • 398 citations

Maximization by Quadratic Hill-Climbing

1966 • 360 citations

Optimally conditioned optimization algorithms without line searches

1975 • 339 citations

On search directions for minimization algorithms

1973 • 316 citations

On the Use of Simulated Frequencies to Approximate Choice Probabilities

1981 • 286 citations

Computer Simulation Experiments with Models of Economic Systems

1972 • 267 citations

Minimizing a function without calculating derivatives

1967 • 263 citations

An Introduction to Bayesian Inference in Econometrics

1975 • 262 citations

The Sequential Unconstrained Minimization Technique for Nonlinear Programing, a Primal-Dual Method

1964 • 258 citations

Introductory Econometrics

1978 • 248 citations

The structure of simultaneous equations estimators

1976 • 229 citations

Function Minimization Without Evaluating Derivatives--a Review

1965 • 217 citations

A Modification of Davidon's Minimization Method to Accept Difference Approximations of Derivatives

1967 • 205 citations

Self-Scaling Variable Metric (SSVM) Algorithms

1974 • 197 citations

Efficient Estimation of Simultaneous Equation Systems

1964 • 183 citations

Computational Methods for Data Analysis

1979 • 173 citations

A Review of Minimization Techniques for Nonlinear Functions

1962 • 167 citations

Computer Generation of Normal Random Variables

1976 • 162 citations

Recent advances in unconstrained optimization

1971 • 160 citations

Computer methods for sampling from the exponential and normal distributions

1972 • 152 citations

Maximum-Likelihood Estimation Procedures and Associated Tests of Significance

1960 • 138 citations

Multinomial Probit and Qualitative Choice: A Computationally Efficient Algorithm

1977 • 133 citations

MATRIX DECOMPOSITIONS AND STATISTICAL CALCULATIONS††This work was in part supported by the National Science Foundation and Office of Naval Research.

1969 • 130 citations

Estimating the Expected Predictive Accuracy of Econometric Models

1980 • 130 citations

On the relative efficiencies of gradient methods

1967 • 125 citations

Computational Methods for Data Analysis.

1978 • 119 citations

The Brookings Model: Some Further Results.

1970 • 111 citations

Numerical Methods for Unconstrained Optimization

2017 • 110 citations

Computer Simulation Experiments with Models of Economic Systems

1972 • 106 citations

Some convergence properties of the conjugate gradient method

1976 • 106 citations

Efficient Estimation of Nonlinear Simultaneous Equations with Additive Disturbances

2000 • 101 citations

Numerical Methods for Non-Linear Optimization

1974 • 93 citations

Deflation techniques for the calculation of further solutions of a nonlinear system

1971 • 83 citations

Two Robust Alternatives to Least-Squares Regression

1977 • 81 citations

On the efficient computation of the nonlinear full-information maximum-likelihood estimator

1980 • 81 citations

A Note on Switching Regressions and Logistic Discrimination

1980 • 79 citations

On the Robust Estimation of Econometric Models

1974 • 78 citations

Methods of Estimation for Multi-Market Disequilibrium Models

1980 • 74 citations

Tests of the Equilibrium vs. Disequilibrium Hypotheses

1978 • 73 citations

An Analysis of a Macro-Econometric Model with Rational Expectations in the Bond and Stock Markets

1979 • 67 citations

On Using the Box-Muller Transformation with Multiplicative Congruential Pseudo-Random Number Generators

1973 • 66 citations

The Generation of Random Variates.

1971 • 63 citations

Some Effects of Incorrect Specification on the Small-Sample Properties of Several Simultaneous-Equation Estimators

1968 • 62 citations

On Beale's Measures of Non-linearity

1965 • 59 citations

Efficient Estimation of Nonlinear Simultaneous Equations with Additive Disturbances

1974 • 54 citations

Two Robust Alternatives to Least-Squares Regression

1977 • 47 citations

Statistical Computation

1969 • 46 citations

Numerical Optimization Methods

2015 • 43 citations

A switching regression method using inequality conditions

1979 • 38 citations

Two Methods of Computing Full-Information Maximum Likelihood Estimates in Simultaneous Stochastic Equations

1968 • 36 citations

Full-information estimates of a nonlinear macroeconometric model

1980 • 34 citations

Method of Statistical Testing

1964 • 33 citations

On the evaluation of poly-t density functions

1980 • 32 citations

Nonlinear methods in econometrics

1973 • 31 citations

Tests of Pseudo-Random Numbers

1980 • 31 citations

Some properties of the simple disequilibrium model with covariance

1978 • 26 citations

Estimating the Uncertainty of Policy Effects in Nonlinear Models

1980 • 26 citations

The Computation of FIML Estimates as Iterative Generalized Least Squares Estimates in Linear and Nonlinear Simultaneous Equations Models

1978 • 25 citations

Numerical Aspects of Multivariate Normal Probabilities in Econometric Models

1976 • 23 citations

On the computational competitiveness of full-information maximum-likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models

1979 • 22 citations

Test procedures and test problems for least squares algorithms

1980 • 21 citations

Simultaneous equations estimation

1980 • 20 citations

An Optimization Code for Nonlinear Econometric Models Based on Sparse Matrix Techniques and Reduced Gradients

1977 • 19 citations

Recursive Estimation Algorithms for Economic Research

1975 • 18 citations

On the Computation of Full-Information Maximum Likelihood Estimates for Nonlinear Equation Systems

1973 • 17 citations

On Mixture Methods for the Computer Generation of Random Variables

1982 • 16 citations

Expressing the normal distribution with covariance matrix A + B in terms of one with covariance matrix A

1963 • 15 citations

Lattice Approximations to the Minima of Functions of Several Variables

1969 • 15 citations

Full-information maximum likelihood program : user's guide

1971 • 13 citations

The control of large-scale nonlinear econometric systems

1978 • 12 citations

Recursive Estimation Algorithms for Economic Research

1975 • 12 citations

Numerical Aspects of Multivariate Normal Probabilities in Econometric Models

1976 • 11 citations

On restricted estimation in linear models

1980 • 11 citations

Information and computation in simultaneous equations estimation

1976 • 11 citations

Computations for constrained linear models

1980 • 10 citations

Les modèles Probit de choix qualitatifs

1980 • 8 citations

On the application of the method of Das in evaluating a multivariate normal integral

1970 • 8 citations

The Use of Almon- and Other Dummy Variable Procedures to Increase the Efficiency of Maximization Algorithms in Economic Control

1977 • 7 citations

A NUMERICAL COMPARISON OF SELF SCALING VARIABLE METRIC ALGORITHMS

1979 • 6 citations

The Use of Almon- and Other Dummy Variable Procedures to Increase the Efficiency of Maximization Algorithms in Economic Control

1977 • 5 citations

On Numerical Computation in Simultaneous Equation Systems

1977 • 3 citations

A Note On Matrix Factorization

1973 • 2 citations

Convenient singularities and maximum likelihood estimation

1979 • 2 citations