Optimization Heuristics in Econometrics : Applications of Threshold Accepting

摘要: Introduction PART I OPTIMIZATION IN STATISTICS AND ECONOMETRICS: Optimization in Economics Statistics and Econometrics The Heuristic Paradigm II HEURISTIC OPTIMIZATION: THRESHOLD ACCEPTING: Methods Global Threshold Accepting Relative Performance of Tuning A Practical Guide to the Implementation III APPLICATIONS Identification Multivariate Lag Structures Optimal Aggregation Censored Quantile Regression Continuous IV CONCLUSION OUTLOOK: Conclusion Outlook for Further Research.