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This document discusses numerical methods for computing extremum estimators, which cannot generally be directly computed. It reviews interactive algorithms that search for the maximum of a function, including grid search, polynomial approximation, and line searches. It then describes the method of steepest ascent, which uses the gradient as the search direction, and quadratic methods, which approximate the function as quadratic and use the inverse Hessian as the direction. The Newton-Raphson method is prese

Author

Victor Haselmann Arakawa

Language

EN