This module accompanies the Computer Science in Economics & Management article "Simulated Annealing: An Initial Application in Econometrics," 1992, 5, 133-146. This implementation of simulated annealing was used in "Global Optimization of Statistical Functions with Simulated Annealing," Goffe, Ferrier and Rogers, Journal of Econometrics, vol. 60, no. 1/2, Jan./Feb. 1994, pp. 65-100. Other versions of this algorithm exist for GAUSS and Ox.
More software in Computational Economics Software Archive from Kluwer Academic Publishers Address: P.O. Box 17, 3300 AA Dordrecht, the Netherlands Contact information at EDIRC. Series data maintained by Christopher F. Baum ().