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License Agreement on scientific materials use.
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NON-LINEAR ECONOMETRIC MODELS OPTIMIZATION BY METHOD OF PARABOLIC VERTEX APPROXIMATION
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Vladimir Aleksandrovich Antonov
Mining Institute of the Ural Branch of the Russian Academy of Sciences
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Submitted:
July 10, 2014
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Abstract.
The algorithm of the non-linear optimization of the multi-dimensional functions of complex econometric models by the numerical method of parabolic vertex approximations (MPVA) is represented. This method has the stable convergence of the best economic indicators calculation in multiple-factor functional-analytic and regression models. The efficiency of MPVA optimization is shown by three examples of the non-linear solutions of econometric tasks.
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Key words and phrases:
нелинейная эконометрика
математико-экономическая модель
оптимизация
регрессия
коэффициент детерминации
non-linear econometrics
mathematical-economic model
optimization
regression
determination coefficient
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References:
- Антонов В. А. Об одном методе построения полиномных трендов с самоопределяющимися показателями и коэффициентами // Экономика и математические методы. 2010. Т. 46. № 2. С. 78-88.
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