Simulated Annealing: An Initial Application in Econometrics

William Goffe, Gary Ferrier and John Rogers

Computer Science in Economics & Management, 1992, vol. 5, issue 2, 133-46

Abstract: A new global optimization algorithm simulated.annealing, is tested on a difficult econometric problem. The authors find that simulated annealing performs better than conventional algorithms. Citation Copyright 1992 by Kluwer Academic Publishers.

Date: 1992
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