Serletis, Apostolos; Feng, Guohua - In: Econometric Reviews 34 (2015) 1-2, pp. 198-227
In this paper we build on work by Gallant and Golub (1984), Diewert and Wales (1987), and Barnett (2002) and provide a comparison among three different methods of imposing theoretical regularity on flexible functional forms-reparameterization using Cholesky factorization, constrained...