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- William L. Goffe, Gary D. Ferrier, +21 authors Spiros Vellas
- 1990

Many statistical methods rely on numerical optimization to estimate a model’s parameters. Unfortunately, conventional algorithms sometimes fail. Even when they do converge, there is no assurance that they have found the global, rather than a local, optimum. We test a new optimization algorithm, simulated annealing, on four econometric problems and compare… (More)

- Marcie B Jaffee, Stephen M. Goldfeld, Harry H. Kelejian, Richard E. Quandt, Dwight M. Jaffee
- 1997

This paper is concerned with the econometric problems associated with estimating supply and demand schedules in disequilibrium markets. Tbe general problem is that in the absence of aa equilibrium condition the ex ante demand and supply quantities cannot in general be equated to the observed quantity traded in the market. Four methods of estimation,… (More)

- Richard E. Quandt
- JASIS
- 1996

- Cagri Dagli, John Bernard Taylor, +4 authors Robert Trevor
- 2004

This note describes a method that can be used to solve and estimate multivariate linear rational expectations models. A number of methods to solve and estimate linear rational expectations models have been described in the literature [e.g., Blanchard and Kahn (1980), Chow (1983), Fair and Taylor (1983), Hansen and Sargent (1981), Taylor (1980), and Wallis… (More)

- Richard E. Quandt
- Library Trends
- 2003

The paper starts out by reviewing the so-called “library crisis” and the extensive literature on the determinants of journal prices. It discusses the impact of the recent merger activity among journal publishers and notes, among the possible remedies that have been suggested, the possibility that electronic publications may slow down the increase in journal… (More)

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