Econometric specification of constrained optimization models

T.G. Jansson

    Research output: Thesispromoter, otherAcademic

    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
    • Rheinischen Friedrich-Wilhelms-Universität
    Supervisors/Advisors
    • Heckelei, T., Promotor, External person
    • Frohberg, K., Promotor, External person
    Award date3 May 2007
    Place of PublicationBonn
    Publisher
    Publication statusPublished - 2007

    Fingerprint

    econometrics
    parameter
    thesis

    Keywords

    • econometrics
    • optimization
    • models

    Cite this

    Jansson, T. G. (2007). Econometric specification of constrained optimization models. Bonn: University of Bonn Library.
    Jansson, T.G.. / Econometric specification of constrained optimization models. Bonn : University of Bonn Library, 2007. 168 p.
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    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.",
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    author = "T.G. Jansson",
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    school = "Rheinischen Friedrich-Wilhelms-Universit{\"a}t",

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    Jansson, TG 2007, 'Econometric specification of constrained optimization models', Doctor of Philosophy, Rheinischen Friedrich-Wilhelms-Universität , Bonn.

    Econometric specification of constrained optimization models. / Jansson, T.G.

    Bonn : University of Bonn Library, 2007. 168 p.

    Research output: Thesispromoter, otherAcademic

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    KW - optimalisatie

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    Jansson TG. Econometric specification of constrained optimization models. Bonn: University of Bonn Library, 2007. 168 p.