GSA-based maximum likelihood estimation for threshold vector error correction model (Q1020791): Difference between revisions

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+https://doi.org/10.1016/j.csda.2007.06.003
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+Threshold Cointegration
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+Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
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+Q3979601
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+An automated hybrid genetic-conjugate gradient algorithm for multimodal optimization problems
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+Testing for two-regime threshold cointegration in vector error-correction models.
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+Statistical analysis of cointegration vectors
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+Optimization by Simulated Annealing
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+Equation of State Calculations by Fast Computing Machines
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+A genetic method of LAD estimation for models with censored data
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+Applications of optimization heuristics to estimation and modelling problems
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+Publication:1020791