Using LaGrange multipliers an example is given wherein the optimum level of a fitted second order response function is obtained subject to a constraint provided by another fitted second order response ...
This is a preview. Log in through your library . Abstract The Lagrange multiplier test of the restrictions for a simple but common class of rational expectations model is developed. For these kinds of ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results