2nd Special Issue on Applications of Optimization Heuristics to Estimation and Modelling Problems
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- Yang, Zheng & Tian, Zheng & Yuan, Zixia, 2007. "GSA-based maximum likelihood estimation for threshold vector error correction model," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 109-120, September.
- Kapetanios, George, 2007. "Variable selection in regression models using nonstandard optimisation of information criteria," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 4-15, September.
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Cited by:
- Lin, D.K.J. & Sharpe, C. & Winker, P., 2010.
"Optimized U-type designs on flexible regions,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1505-1515, June.
- Dennis K.J. Lin & Chris Sharpe & Peter Winker, 2009. "Optimized U-type Designs on Flexible Regions," Working Papers 013, COMISEF.
- Peter Winker & Marianna Lyra & Chris Sharpe, 2011.
"Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model,"
Computational Management Science, Springer, vol. 8(1), pages 103-123, April.
- Peter Winker & Marianna Lyra & Chris Sharpe, 2008. "Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models," Working Papers 006, COMISEF.
- Gimeno, Ricardo & Nave, Juan M., 2009. "A genetic algorithm estimation of the term structure of interest rates," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2236-2250, April.
- Vera, J. Fernando & Diaz-Garcia, Jose A., 2008. "A global simulated annealing heuristic for the three-parameter lognormal maximum likelihood estimation," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5055-5065, August.
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