Econometric specification of constrained optimization models

T.G. Jansson

    Research output: Thesispromoter, other

    Abstract

    The subject of this thesis is econometric specification of parameters of constrained optimization models, with special attention to issues that arise when (i) inequality constraints are involved and/or (ii) when the estimation problem is illposed (underdetermined) or data come from diverse sources. The general approach followed here is to estimate directly the optimality conditions of the optimization model, together with additional equations for including prior information.
    Original languageEnglish
    QualificationDoctor of Philosophy
    Awarding Institution
    • University of Bonn
    Supervisors/Advisors
    • Heckelei, T., Promotor, External person
    • Frohberg, K., Promotor, External person
    Award date3 May 2007
    Place of PublicationBonn
    Publisher
    Publication statusPublished - 2007

    Keywords

    • econometrics
    • optimization
    • models

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