Optimization Heuristics in Econometrics : Applications of Threshold AcceptingISBN: 978-0-471-85631-3
Hardcover
360 pages
December 2000
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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.
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.
Related Titles
General Applied Probability & Statistics
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