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  • #1786
Closed
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Created May 13, 2021 by Stéphane Adjemian@stepan-aOwner

Check iterative OLS and NLS estimation approaches for the estimation of the PAC equation

The sum of square residuals should always be smaller (provided that the optimization algorithm does not fail or reach a local minimum) with NLS. Conduct a Monte-Carlo exercise to check that this is what we observe.

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