Stochastic Optimization in Econometric Models – A Comparison of GA, SA and RSG
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References listed on IDEAS
- Charemza, Wojciech W, 2002. "Guesstimation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(6), pages 417-433, September.
- Dobrescu, Emilian, 1996. "Macromodels of the Romanian transition Economy," MPRA Paper 35810, University Library of Munich, Germany.
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Keywordsunderground economy; Laffer curve; informal activity; fiscal policy; transitionmacroeconomic model; stochastic optimization; evolutionary algorithms; Repetitive Stochastic Guesstimation;
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-08-31 (All new papers)
- NEP-CMP-2008-08-31 (Computational Economics)
- NEP-ECM-2008-08-31 (Econometrics)
- NEP-MAC-2008-08-31 (Macroeconomics)
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