Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

Lagrange multiplier, or score, statistics are computed in these cases. These statistics assess the validity of the restrictions, and they are computed as where s is the component of the score vector ...

Here the Lagrange multiplier has to be adapted so it fulfills condition (137) at the end of iteration. Iteration procedures will be discussed in detail in Section 7.

Partial derivatives, directional derivatives, the gradient, Lagrange multipliers and optimization. Double and triple integrals in Cartesian, polar and spherical coordinates. Vector fields and the ...

Univariate Lagrange multiplier test indices for most elements in the model matrices that are constrained to equal constants. These are second-order approximations of the decrease in the value that ...

The approach taken is that of “divide and conquer” – first fitting the model to historic correlations, and then to the implied Black volatilities of the input options. Regularization is adopted and ...

Professor Chow's contributions to economics cover three main areas: 1) econometrics, including the often used "Chow test" for parameter stability, the estimation of simultaneous stochastic equations ...