Nonlocal Sensitivity Analysis, Automatic Derivative Evaluation and Sequential Nonlinear Estimation

Kalaba, Robert E.; Tesfatsion, Leigh

Computational Statistics and Data Analysis Vol. 4 (July 1986): 79-90.

This article surveys work by the authors on new tools for the calculation and tracking of solutions for nonlinear parameterized systems. Annotated pointers to related work can be accessed at: http://www.econ.iastate.edu/tesfatsi/nasahome.htm http://www.econ.iastate.edu/tesfatsi/flshome.htm

JEL Classification: C6

Keywords: automatic differentiation, nonlinear estimation, automated nonlocal sensitivity analysis, adaptive homotopy continuation

Published Version