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[non linear estimation (nls)]

Some econometric models cannot be made linear in parameters. The solution is to estimates the parameter by nonlinear techniques. Almost any function that can be written in closed form can be incorporated in a nonlinear regression model.

Unfortunately nonlinear models could not be estimated by analytical. There are only numerical methods, which does not guarantee to find an optimum. Moreover, nonlinear estimation costs more computing time.



This Add-In uses the Solver Add-In to solve the model iterative. I think the Solver Add-In is a powerful tool to optimise a nonlinear system. Make sure that the Solver Add-in is installed with Excel.

[related links]

All links will be open in a new window

wikipedia, a description of nonlinear regressions at wikipedia. (HTML)

A Simple Explanation of Nonlinear Estimation, A Simple Explanation of Nonlinear Estimation. (DOC)


Links to other sites from these pages are for information only and Kurt Annen accepts no responsibility or liability for access to, or the material on, any site which is linked from or to this site.

screenshot of nls add-in


for downloading click on the filename

File: setup_web-reg_nls.exe
Filesize: 539 kb

The nonlinear estimation (nls) Add-In was written by Kurt Annen. This program is freeware. But I would highly appreciate if you could give me credit for my work by providing me with information about possible open positions as an economist. My focus as an economist is on econometrics and dynamic macroeconomics. If you like the program, please send me an email.

[nonlinear estimation (nls) excel add-in]
© 2005 Kurt Annen

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