Global optimization of econometric functions.

DOI10.1023/A:1017902001734zbMath1099.90569OpenAlexW2168959657MaRDI QIDQ5959046

Wendy A. Campione, Max E. Jerrell

Publication date: 2001

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1017902001734

zbMATH Keywords

Maximum likelihood estimationStochastic optimization methods

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Statistical methods; economic indices and measures (91B82)

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Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods ⋮ Calibration of GARCH models using concurrent accelerated random search ⋮ Balanced random interval arithmetic in market model estimation

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