Optimization Heuristics in Econometrics: Applications of Threshold Accepting Book

	Preface
1	Introduction	1
I	Optimization in Statistics and Econometrics	19
2	Optimization in Economics	21
3	Optimization in Statistics and Econometrics	35
4	The Heuristic Optimization Paradigm	57
II	Heuristic Optimization: Threshold Accepting	67
5	Optimization Methods	69
6	The Global Optimization Heuristic Threshold Accepting	89
7	Relative Performance of Threshold Accepting	101
8	Tuning of Threshold Accepting	113
9	A Practical Guide to the Implementation of Threshold Accepting	137
III	Applications in Statistics and Econometrics	149
10	Introduction	151
11	Experimental Design	155
12	Identification of Multivariate Lag Structures	193
13	Optimal Aggregation	233
14	Censored Quantile Regression	273
15	Continuous Global Optimization	289
IV	Conclusion and Outlook	299
16	Conclusion	301
17	Outlook for Further Research	307
	References	313
	List of Symbols	325
	Author Index	327
	Subject Index	331