Global optimization of statistical functions with simulated annealing
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Publication:59975
DOI10.1016/0304-4076(94)90038-8zbMATH Open0789.62095OpenAlexW2157350782WikidataQ112830772 ScholiaQ112830772MaRDI QIDQ59975FDOQ59975
Authors: William L. Goffe, Gary D. Ferrier, John Rogers, V. Pereyra 
Publication date: January 1994
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)90038-8
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Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99) Numerical optimization and variational techniques (65K10)
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- A numerical procedure to estimate real business cycle models using simulated annealing
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- Gradient surfing: a new deterministic approach for low-dimensional global optimization
- A new calibration of the Heston stochastic local volatility model and its parallel implementation on GPUs
- A fast and accurate numerical approach for electromagnetic inversion
- Basin hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs
- Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
- Optimization of the generalized covariance estimator in noncausal processes
- On selection of statistics for approximate Bayesian computing (or the method of simulated moments)
- Global optimization-based dimer method for finding saddle points
- Estimation of unknown parameters in nonlinear and non-Gaussian state-space models
- Mental health and abortions among young women: time-varying unobserved heterogeneity, health behaviors, and risky decisions
- Bayesian model selection in ordinal quantile regression
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods
- Unhedgeable inflation risk within pension schemes
- A multivariate discrete choice method based on inequality restrictions
- Predictable non-linearities in U.S. inflation
- Efficient hybrid methods for global continuous optimization based on simulated annealing
- A reduced-order simulated annealing approach for four-dimensional variational data assimilation in meteorology and oceanography
- Saturable Fractal Pharmacokinetics and Its Applications
- How to maximize the likelihood function for a DSGE model
- Revealed Preference Tests of Collectively Rational Consumption Behavior: Formulations and Algorithms
- Unit roots: Bayesian significance test
- A mixture autoregressive model based on Gaussian and Student's \(t\)-distributions
- Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques
- A hybrid global optimization algorithm for nonlinear least squares regression
- Seasonal volatility in agricultural markets: modelling and empirical investigations
- Blueprint for an algorithmic economics
- AN EXCLUSIVE REGRESSORS BINARY MIXTURE MODEL WITH AN APPLICATION TO LABOUR SUPPLY
- Cluster analysis of panel data sets using non-standard optimisation of information criteria
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
- Robust parameter identification using parallel global optimization for a batch nonlinear enzyme-catalytic time-delayed process presenting metabolic discontinuities
- The construction of empirical credit scoring rules based on maximization principles
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- A joint econometric model of macroeconomic and term-structure dynamics
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- The technical efficiency of vacuum-pan sugar industry of India: An application of a stochastic frontier production function using panel data
- Estimating the parameters of a Gompertz-type diffusion process by means of simulated annealing
- Variable selection in regression models using nonstandard optimisation of information criteria
- Empirical information criteria for time series forecasting model selection
- Systematic tuning of parameters in support vector clustering
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- Sequentially adaptive Bayesian learning algorithms for inference and optimization
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- Improving the value at risk forecasts: theory and evidence from the financial crisis
- Predicting binary outcomes
- Selection of variables in cluster analysis: An empirical comparison of eight procedures
- Applications of optimization heuristics to estimation and modelling problems
- A hybrid particle swarm optimization-simplex algorithm (PSOS) for structural damage identification
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- SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS
- A new taxonomy of global optimization algorithms
- Measuring the costs of children: parametric and semiparametric estimators1
- Diagnostic analysis and computational strategies for estimating discrete time duration models -- a Monte Carlo study
- Global optimization for artificial neural networks: A tabu search application
- Coupled aerostructural design optimization using the Kriging model and integrated multiobjective optimization algorithm
- Inverse problems in space science and technology
- Metaheuristics: A bibliography
- Evidence for nonlinear asymmetric causality in US inflation, metal, and stock returns
- Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes
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