Optimization Heuristics in Econometrics : Applications of Threshold Accepting

Optimization Heuristics in Econometrics : Applications of Threshold Accepting
Автор
 
Год
 
Страниц
 
424
ISBN
 
0471856312
Издатель
 
Oxford University Press
Категория
 
Эконометрика

Описание:

Many problems in statistics and econometrics offer themselves naturally to the use of optimization heuristics. Standard methods applied to highly complex problems often produce approximate results, of unknown quality, based on heavy assumptions. Optimization heuristic methods provide powerful results to many complex problems, combined with relatively simple implementation. The techniques used in optimization heurisitics can be applied to problems encountered in econometrics, statistics and operations research. * Offers a self-contained introduction to optimization heuristics in econometrics and statistics * Features many examples of optimization heuristic methods applied to real problems * Includes detailed coverage of the threshold accepting heuristic methods applied to real problems * Provides suggestions for further reading Split into three parts, the book opens with a general introduction to optimization in statistics and econometrics, followed by...

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