메뉴 건너뛰기




Volumn 93, Issue 3, 2003, Pages 873-892

Verifying the solution from a nonlinear solver: A case study

Author keywords

[No Author keywords available]

Indexed keywords


EID: 2942746555     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/000282803322157133     Document Type: Article
Times cited : (156)

References (66)
  • 1
    • 0002662712 scopus 로고
    • On the existence of maximum likelihood estimations in logistic regression models
    • April
    • Albert, A. and Anderson, J. "On the Existence of Maximum Likelihood Estimations in Logistic Regression Models." Biometrika, April 1984, 71(1), pp. 1-10.
    • (1984) Biometrika , vol.71 , Issue.1 , pp. 1-10
    • Albert, A.1    Anderson, J.2
  • 2
    • 85055299797 scopus 로고    scopus 로고
    • Replication with attention to numerical accuracy
    • forthcoming
    • Altman, Micah and McDonald, Michael P. "Replication with Attention to Numerical Accuracy." Political Analysis, 2003 (forthcoming).
    • (2003) Political Analysis
    • Altman, M.1    McDonald, M.P.2
  • 3
    • 0042167576 scopus 로고
    • Replication and scientific standards in applied economics a decade after the journal of money, credit, and banking project
    • November/December
    • Anderson, Richard G. and Dewald, William G. "Replication and Scientific Standards in Applied Economics a Decade After the Journal of Money, Credit, and Banking Project." Federal Reserve Bank of St. Louis Review, November/December 1994, 76(6), pp. 79-83.
    • (1994) Federal Reserve Bank of St. Louis Review , vol.76 , Issue.6 , pp. 79-83
    • Anderson, R.G.1    Dewald, W.G.2
  • 4
    • 0019566021 scopus 로고
    • A relative offset orthogonality convergence criterion for nonlinear least squares
    • May
    • Bates, Douglas and Watts, Donald G. "A Relative Offset Orthogonality Convergence Criterion for Nonlinear Least Squares." Technometrics, May 1981, 23(2), pp. 179-83.
    • (1981) Technometrics , vol.23 , Issue.2 , pp. 179-183
    • Bates, D.1    Watts, D.G.2
  • 10
    • 0005902881 scopus 로고    scopus 로고
    • Benchmarks and the accuracy of GARCH model estimation
    • January
    • Brooks, Chris; Burke, Simon P. and Persand, Gita. "Benchmarks and the Accuracy of GARCH Model Estimation." International Journal of Forecasting, January 2001, 17(1), pp. 45-56.
    • (2001) International Journal of Forecasting , vol.17 , Issue.1 , pp. 45-56
    • Brooks, C.1    Burke, S.P.2    Persand, G.3
  • 11
    • 2942742298 scopus 로고    scopus 로고
    • A comparative study of alternative econometric packages with an application to italian deposit interest rates
    • forthcoming
    • Bruno, Giuseppe and De Bonis, Riccardo. "A Comparative Study of Alternative Econometric Packages with an Application to Italian Deposit Interest Rates." Journal of Economic and Social Measurement, 2003 (forthcoming).
    • (2003) Journal of Economic and Social Measurement
    • Bruno, G.1    De Bonis, R.2
  • 14
    • 2942712789 scopus 로고    scopus 로고
    • New York: Oxford University Press
    • _. Econometric theory and methods. New York: Oxford University Press, 2003.
    • (2003) Econometric Theory and Methods
  • 16
    • 0002065280 scopus 로고
    • Replication in empirical economics: Journal of money, credit, and banking project
    • September
    • Dewald, William G.; Thursby, Jerry G. and Anderson, Richard G. "Replication in Empirical Economics: Journal of Money, Credit, and Banking Project." American Economic Review, September 1986, 76(4), pp. 587-603.
    • (1986) American Economic Review , vol.76 , Issue.4 , pp. 587-603
    • Dewald, W.G.1    Thursby, J.G.2    Anderson, R.G.3
  • 17
    • 2942712716 scopus 로고    scopus 로고
    • Multimodality and the GARCH likelihood
    • Nuffield College, Oxford
    • Doornik, Jurgen and Ooms, Marius. "Multimodality and the GARCH Likelihood." Working paper, Nuffield College, Oxford, 2000.
    • (2000) Working Paper
    • Doornik, J.1    Ooms, M.2
  • 18
    • 0042167569 scopus 로고
    • The market for (Ir)reproducible econometrics
    • Feigenbaum, Susan and Levy, David. "The Market for (Ir)Reproducible Econometrics." Social Epistemology, 1993, 7(3), pp. 215-32.
    • (1993) Social Epistemology , vol.7 , Issue.3 , pp. 215-232
    • Feigenbaum, S.1    Levy, D.2
  • 19
    • 21344455469 scopus 로고    scopus 로고
    • Analytic derivatives and the computation of GARCH estimates
    • July-August
    • Fiorentini, Gabrielle; Calzolari, Giorgio and Panattoni, Lorenzo. "Analytic Derivatives and the Computation of GARCH Estimates." Journal of Applied Econometrics, July-August 1996, 77(4), pp. 399-417.
    • (1996) Journal of Applied Econometrics , vol.77 , Issue.4 , pp. 399-417
    • Fiorentini, G.1    Calzolari, G.2    Panattoni, L.3
  • 24
    • 0001325611 scopus 로고
    • Wald's test as applied to hypotheses in logit analysis
    • December
    • Hauck, Walter W. and Donner, Allan. "Wald's Test as Applied to Hypotheses in Logit Analysis." Journal of the American Statistical Association, December 1977, 72(360), pp. 851-53.
    • (1977) Journal of the American Statistical Association , vol.72 , Issue.360 , pp. 851-853
    • Hauck, W.W.1    Donner, A.2
  • 26
    • 0037077102 scopus 로고    scopus 로고
    • Software glitch threw off mortality estimates
    • June 14
    • Kaiser, J. "Software Glitch Threw Off Mortality Estimates." Science, June 14, 2002, 296, pp. 1945-47.
    • (2002) Science , vol.296 , pp. 1945-1947
    • Kaiser, J.1
  • 27
    • 84971160284 scopus 로고
    • Replication, replication
    • September
    • King, Gary. "Replication, Replication." Political Science & Politics, September 1995, 25(3), pp. 444-52.
    • (1995) Political Science & Politics , vol.25 , Issue.3 , pp. 444-452
    • King, G.1
  • 28
    • 2942727562 scopus 로고    scopus 로고
    • Fall from grace: Arming America and the bellesiles scandal
    • June
    • Lindgren, James. "Fall From Grace: Arming America and the Bellesiles Scandal." Yale Law Journal, June 2002, 111(8), pp. 2195-249.
    • (2002) Yale Law Journal , vol.111 , Issue.8 , pp. 2195-2249
    • Lindgren, J.1
  • 30
    • 0033468677 scopus 로고    scopus 로고
    • Assessing the reliability of statistical software: Part II
    • May
    • McCullough, B. D. "Assessing the Reliability of Statistical Software: Part II." American Statistician, May 1999a, 53(2), pp. 149-59.
    • (1999) American Statistician , vol.53 , Issue.2 , pp. 149-159
    • McCullough, B.D.1
  • 31
    • 0344470735 scopus 로고    scopus 로고
    • Econometric software reliability: EViews LIMDEP SHAZAM TSP
    • March/April
    • _. "Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP." Journal of Applied Econometrics, March/April 1999b, 14(2), pp. 191-202; "Comment" and "Reply," January/February 2000, 75(1), pp. 107-11.
    • (1999) Journal of Applied Econometrics , vol.14 , Issue.2 , pp. 191-202
  • 32
    • 84862358752 scopus 로고    scopus 로고
    • January/February
    • _. "Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP." Journal of Applied Econometrics, March/April 1999b, 14(2), pp. 191-202; "Comment" and "Reply," January/February 2000, 75(1), pp. 107-11.
    • (2000) "Comment" and "Reply," , vol.75 , Issue.1 , pp. 107-111
  • 33
    • 0013429460 scopus 로고    scopus 로고
    • Experience with the StRD: Application and interpretation
    • K. Berk and M. Pourahmadi, eds., Fairfax, VA: Interface Foundation of North America
    • _. "Experience with the StRD: Application and Interpretation," in K. Berk and M. Pourahmadi, eds., Proceedings of the 31st symposium on the interface: Models, prediction and computing. Fairfax, VA: Interface Foundation of North America, 2000a, pp. 15-21.
    • (2000) Proceedings of the 31st Symposium on the Interface: Models, Prediction and Computing , pp. 15-21
  • 34
    • 0043210938 scopus 로고    scopus 로고
    • Is it safe to assume that software is accurate?
    • July/September
    • _. "Is It Safe to Assume That Software Is Accurate?" International Journal of Forecasting, July/September 2000b, 16(3), pp. 349-57.
    • (2000) International Journal of Forecasting , vol.16 , Issue.3 , pp. 349-357
  • 35
    • 19044397634 scopus 로고    scopus 로고
    • Some details of nonlinear estimation
    • M. Altman, J. Gill, and M. McDonald, eds., New York: J. Wiley and Sons
    • _. "Some Details of Nonlinear Estimation," in M. Altman, J. Gill, and M. McDonald, eds., Numerical methods in statistical computing for the social sciences. New York: J. Wiley and Sons, 2003.
    • (2003) Numerical Methods in Statistical Computing for the Social Sciences
  • 36
    • 0005561708 scopus 로고    scopus 로고
    • Benchmarks and software standards: A case study of GARCH procedures
    • McCullough, B. D. and Renfro, Charles G. "Benchmarks and Software Standards: A Case Study of GARCH Procedures." Journal of Economic and Social Measurement, 1999, 25(2), pp. 59-71.
    • (1999) Journal of Economic and Social Measurement , vol.25 , Issue.2 , pp. 59-71
    • McCullough, B.D.1    Renfro, C.G.2
  • 37
    • 0035079909 scopus 로고    scopus 로고
    • Some numerical aspects of nonlinear estimation
    • _. "Some Numerical Aspects of Nonlinear Estimation." Journal of Economic and Social Measurement, 2000, 26(1), pp. 63-77.
    • (2000) Journal of Economic and Social Measurement , vol.26 , Issue.1 , pp. 63-77
  • 38
    • 0000066781 scopus 로고    scopus 로고
    • The numerical reliability of econometric software
    • June
    • McCullough, B. D. and Vinod, H. D. "The Numerical Reliability of Econometric Software." Journal of Economic Literature, June 1999, 37(2), pp. 633-65.
    • (1999) Journal of Economic Literature , vol.37 , Issue.2 , pp. 633-665
    • McCullough, B.D.1    Vinod, H.D.2
  • 39
    • 0032707157 scopus 로고    scopus 로고
    • On the accuracy of statistical procedures in microsoft excel 97
    • July
    • McCullough, B. D. and Wilson, Berry. "On the Accuracy of Statistical Procedures in Microsoft Excel 97." Computational Statistics and Data Analysis, July 1999, 37(1), pp. 27-37.
    • (1999) Computational Statistics and Data Analysis , vol.37 , Issue.1 , pp. 27-37
    • McCullough, B.D.1    Wilson, B.2
  • 40
    • 0037191013 scopus 로고    scopus 로고
    • On the accuracy of statistical procedures in microsoft excel 2000 and excel XP
    • December
    • _. "On the Accuracy of Statistical Procedures in Microsoft Excel 2000 and Excel XP." Computational Statistics and Data Analysis, December 2002, 40(4), pp. 713-21.
    • (2002) Computational Statistics and Data Analysis , vol.40 , Issue.4 , pp. 713-721
  • 41
    • 84954932200 scopus 로고
    • Teaching about approximate confidence regions based on maximum likelihood estimations
    • February
    • Meeker, William Q. and Escobar, Luis A. "Teaching about Approximate Confidence Regions Based on Maximum Likelihood Estimations." American Statistician, February 1995, 49(1), pp. 48-53.
    • (1995) American Statistician , vol.49 , Issue.1 , pp. 48-53
    • Meeker, W.Q.1    Escobar, L.A.2
  • 44
    • 84971193866 scopus 로고
    • Coding style and good computing practices
    • September
    • Nagler, Jonathan. "Coding Style and Good Computing Practices." Political Science & Politics, September 1995, pp. 488-92.
    • (1995) Political Science & Politics , pp. 488-492
    • Nagler, J.1
  • 49
    • 0035638655 scopus 로고    scopus 로고
    • On the nonlinear predictability of stock returns using financial and economic variables
    • July
    • Racine, Jeff. "On the Nonlinear Predictability of Stock Returns Using Financial and Economic Variables." Journal of Business and Economic Statistics, July 2001, 79(3), pp. 380-82.
    • (2001) Journal of Business and Economic Statistics , vol.79 , Issue.3 , pp. 380-382
    • Racine, J.1
  • 51
    • 2942713113 scopus 로고    scopus 로고
    • Data revised on soot in air and deaths
    • June 5
    • Revkin, Andrew. "Data Revised on Soot in Air and Deaths." New York Times (National Edition) June 5, 2002, p. A23.
    • (2002) New York Times (National Edition)
    • Revkin, A.1
  • 52
    • 85015350458 scopus 로고    scopus 로고
    • Profile methods
    • A. Prat, ed., Heidelberg: Physica
    • Ritter, Christian and Bates, Douglas M. "Profile Methods," in A. Prat, ed., Compstat 96. Heidelberg: Physica, 1996, pp. 123-34.
    • (1996) Compstat 96 , pp. 123-134
    • Ritter, C.1    Bates, D.M.2
  • 56
    • 0000004303 scopus 로고    scopus 로고
    • Follow the leader: Theory and evidence on political participation
    • June
    • Shachar, Roni and Nalebuff, Barry. "Follow the Leader: Theory and Evidence on Political Participation." American Economic Review, June 1999, 59(3), pp. 525-47.
    • (1999) American Economic Review , vol.59 , Issue.3 , pp. 525-547
    • Shachar, R.1    Nalebuff, B.2
  • 57
    • 2942742668 scopus 로고    scopus 로고
    • On the advantage of using two or more econometric software systems to solve the same problem
    • forth-coming
    • Stokes, Houston. "On the Advantage of Using Two or More Econometric Software Systems to Solve the Same Problem." Journal of Economic and Social Measurement, 2003 (forth-coming).
    • (2003) Journal of Economic and Social Measurement
    • Stokes, H.1
  • 59
    • 0003958491 scopus 로고    scopus 로고
    • New York: Springer
    • _. Numerical computation, volume 2. New York: Springer, 1997b.
    • (1997) Numerical Computation , vol.2
  • 61
    • 23044518458 scopus 로고    scopus 로고
    • Review of gauss for windows, including its numerical accuracy
    • March/April
    • Vinod, H. D. "Review of Gauss for Windows, Including Its Numerical Accuracy." Journal of Applied Econometrics, March/April 2000a, 75(2), pp. 211-20.
    • (2000) Journal of Applied Econometrics , vol.75 , Issue.2 , pp. 211-220
    • Vinod, H.D.1
  • 62
    • 0034368147 scopus 로고    scopus 로고
    • Foundations of multivariate inference using modern computers
    • December
    • _. "Foundations of Multivariate Inference Using Modern Computers." Linear algebra and its applications, December 2000b, 327(1/3), pp. 365-85.
    • (2000) Linear Algebra and Its Applications , vol.327 , Issue.1-3 , pp. 365-385
  • 63
    • 2942742468 scopus 로고    scopus 로고
    • Care and feeding of reproducible econometrics
    • January
    • _. "Care and Feeding of Reproducible Econometrics." Journal of Econometrics, January 2001, 700(1), pp. 87-88.
    • (2001) Journal of Econometrics , vol.700 , Issue.1 , pp. 87-88
  • 66
    • 2942713409 scopus 로고
    • Some linear algebra issues in large-scale optimization
    • Marc S. Moonen, Gene H. Golub, and Bart L. R. de Moor, eds., Dordrecht: Kluwer Academic Publishers
    • Wright, Margaret H. "Some Linear Algebra Issues in Large-Scale Optimization," in Marc S. Moonen, Gene H. Golub, and Bart L. R. de Moor, eds., Linear algebra for large-scale and real-time applications. Dordrecht: Kluwer Academic Publishers, 1993, pp. 315-37.
    • (1993) Linear Algebra for Large-scale and Real-time Applications , pp. 315-337
    • Wright, M.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.