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LOCAL AND GLOBAL TESTING OF LINEAR AND NONLINEAR INEQUALITY CONSTRAINTS IN NONLINEAR ECONOMETRIC MODELS
LOCAL AND GLOBAL TESTING NONLINEAR INEQUALITY
2015/7/31
This paper considers a general nonlinear econometric model framework that
contains a large class of estimators defined as solutions to optimization
problems. For this framework we derive several a...
A nonlinear inequality and evolution problems
nonlinear inequality Lyapunov stability evolution problems differential equations
2010/12/15
Assume that g(t) ≥ 0, and g˙(t) ≤ −γ(t)g(t) + α(t, g(t)) + β(t), t ≥ 0; g(0) = g0; g˙ :=
dg dt,on any interval [0, T ) on which g exists and has bounded derivative from the right, g˙(t) := lims...