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Simulated Annealing: An Initial Application in Econometrics

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Author Info
Goffe, William L
Ferrier, Gary D
Rogers, John

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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.

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File URL: http://netec.mcc.ac.uk/CodEc/Fortran/SimAnnealing.f
File Format: text/plain
File Function: FORTRAN source code
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Publisher Info
Article provided by Springer in its journal Computer Science in Economics & Management.

Volume (Year): 5 (1992)
Issue (Month): 2 (May)
Pages: 133-46
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:kap:csecmg:v:5:y:1992:i:2:p:133-46

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  1. Gautam Gowrisankaran & Matthew F. Mitchell & Andrea Moro, 2004. "Why Do Incumbent Senators Win? Evidence from a Dynamic Selection Model," NBER Working Papers 10748, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Joseph I. Daniel & Munish Pahwa, 2005. "There and Back Again: Airline Routes, Fares and Passenger Flows in Network Equilibria," Working Papers 05-07, University of Delaware, Department of Economics. [Downloadable!]
  3. Max Jerrell, 2000. "Applications Of Public Global Optimization Software To Difficult Econometric Functions," Computing in Economics and Finance 2000 161, Society for Computational Economics. [Downloadable!]
  4. Gautam Gowrisankaran & Matthew F. Mitchell & Andrea Moro, 2008. "Electoral Design and Voter Welfare from the U.S. Senate: Evidence from a Dynamic Selection Model," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 1-17, January. [Downloadable!] (restricted)
  5. Max E. Jerrell, 1999. "Environments for Global Optimization Using Interval Arithmetic and Computational (Automatic) Differentiation," Computing in Economics and Finance 1999 1321, Society for Computational Economics. [Downloadable!]
  6. Max E. Jerrell, . "Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models," Computing in Economics and Finance 1996 _028, Society for Computational Economics. [Downloadable!]
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This page was last updated on 2008-12-22.

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