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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

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 Function: FORTRAN source code
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Bibliographic Info

Article provided by Society for Computational Economics in its journal Computer Science in Economics & Management.

Volume (Year): 5 (1992)
Issue (Month): 2 (May)
Pages: 133-46

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Handle: RePEc:kap:csecmg:v:5:y:1992:i:2:p:133-46

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Citations

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Cited by:
  1. Max E. Jerrell, . "Automatic Differentiation and Interval Arithmetic for Estimation of Disequilibrium Models," Computing in Economics and Finance 1996 _028, Society for Computational Economics.
  2. Max Jerrell, 2000. "Applications Of Public Global Optimization Software To Difficult Econometric Functions," Computing in Economics and Finance 2000 161, Society for Computational Economics.
  3. Michael Dotsey & Robert G. King & Alexander L. Wolman, 2013. "Inflation and real activity with firm-level productivity shocks," Working Papers 13-35, Federal Reserve Bank of Philadelphia.
  4. 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.
  5. 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.
  6. 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.
  7. Paolo Postiglione & M. Andreano & Roberto Benedetti, 2013. "Using Constrained Optimization for the Identification of Convergence Clubs," Computational Economics, Society for Computational Economics, vol. 42(2), pages 151-174, August.
  8. 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.
  9. Coate, Stephen & Conlin, Michael & Moro, Andrea, 2008. "The performance of pivotal-voter models in small-scale elections: Evidence from Texas liquor referenda," Journal of Public Economics, Elsevier, vol. 92(3-4), pages 582-596, April.
  10. Stephen Coate & Michael Conlin & Andrea Moro, 2004. "The Performance of the Pivotal-Voter Model in Small-Scale Elections: Evidence from Texas Liquor Referenda," NBER Working Papers 10797, National Bureau of Economic Research, Inc.

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