Nonlinear least squares via automatic derivative evaluation
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This paper further develops the “table algorithm” (Kalaba et al., 1981) for exact evaluation of higher-order partial derivatives of functions of many variables. We present and apply the table algorithm in the least-squares estimation of the parameters of a CES production function. The actual use of the algorithm proved to be easy and accurate.
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论文评审过程:Available online 3 April 2002.
论文官网地址:https://doi.org/10.1016/0096-3003(83)90003-6