Prior Information In Econometric Global Optimization Problems: A Bootstrap Approach
AbstractThe paper analyzes the regression problem for small and undersized sample. Two classical algorithms are compared: Simulated Annealing (SA) versus Repetitive Stochastic Guesstimation (RSG). An improved version of RSG is built and compared to the previous two algorithms. The author concludes that a complete comparison among SA, RSG and RSGBOOT has to be done preliminary on every model to be estimated since these stochastic optimization algorithms are very sensitive to model specification.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoArticle provided by Institute for Economic Forecasting in its journal Journal for Economic Forecasting.
Volume (Year): (2000)
Issue (Month): 4 (December)
Contact details of provider:
Postal: Casa Academiei, Calea 13, Septembrie nr.13, sector 5, Bucureşti 761172
Phone: 004 021 3188148
Fax: 004 021 3188148
Web page: http://www.ipe.ro/
More information through EDIRC
optimization algorithms; SA; RSG; RSGBOOT; Monte Carlo;
Find related papers by JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Corina Saman).
If references are entirely missing, you can add them using this form.