Optimization Heuristics in Econometrics

Optimization Heuristics in Econometrics

Applications of Threshold Accepting

Winker, Peter

John Wiley & Sons Inc

11/2000

360

Dura

Inglês

9780471856313

15 a 20 dias

686

Descrição não disponível.
Preface.

Introduction.

OPTIMIZATION IN STATISTICS AND ECONOMETRICS.

Optimization in Economics.

Optimization in Statistics and Econometrics.

The Heuristic Optimization Paradigm.

HEURISTIC OPTIMIZATION: THRESHOLD ACCEPTING.

Optimization Methods.

The Global Optimization Heuristic Threshold Accepting.

Relative Performance of Threshold Accepting.

Tuning of Threshold Accepting.

A Practical Guide to the Implementation of Threshold Accepting.

APPLICATIONS IN STATISTICS AND ECONOMETRICS.

Introduction.

Experimental Design.

Identification of Multivariate Lag Structures.

Optimal Aggregation.

Censored Quantile Regression.

Continuous Global Optimization.

CONCLUSION AND OUTLOOK.

Conclusion.

Outlook for Further Research.

References.

List of Symbols.

Author Index.

Subject Index.
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heuristics; optimization; problems; many; use; methods; highly complex; produce; approximate; standard; heavy; powerful; methods provide; heuristic; many complex problems; implementation; simple; selfcontained; examples