Heuristic Optimization Methods in Econometrics

This chapter contains sections titled: Traditional numerical versus heuristic optimization methods Heuristic optimization Stochastics of the solution General guidelines for the use of optimization heuristics Selected applications Conclusions Acknowledgments References

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Bibliographische Detailangaben
Hauptverfasser:	Gilli, Manfred, Winker, Peter
Format:	Buchkapitel
Sprache:	eng
Schlagworte:	heuristic optimization methods in econometrics metaheuristics and their features model selection in VAR models numerical versus heuristic optimization optimization heuristics guidelines optimization heuristics in econometrics and problems with continuous search space optimization in econometrics population‐based methods Simulated annealing (SA) vector error correction (VEC) models
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Beschreibung
Zusammenfassung:	This chapter contains sections titled: Traditional numerical versus heuristic optimization methods Heuristic optimization Stochastics of the solution General guidelines for the use of optimization heuristics Selected applications Conclusions Acknowledgments References
DOI:	10.1002/9780470748916.ch3