SIMANN: FORTRAN module to perform Global Optimization of Statistical Functions with Simulated Annealing
This module accompanies the Computer Science in Economics & Management article "Simulated Annealing: An Initial Application in Econometrics," 1992, 5, 133-146. This implementation of simulated annealing was used in "Global Optimization of Statistical Functions with Simulated Annealing," Goffe, Ferrier and Rogers, Journal of Econometrics, vol. 60, no. 1/2, Jan./Feb. 1994, pp. 65-100. Other versions of this algorithm exist for GAUSS and Ox.
|Date of creation:||01 Jan 1992|
|Date of revision:|
|Contact details of provider:|| Postal: P.O. Box 17, 3300 AA Dordrecht, the Netherlands|
Web page: http://www.wkap.nl/journals/computational_econ
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