Assessing the simulation performances of multiple model selection algorithm
The Autometrics is an algorithm for single equation model selection.It is a hybrid method which combines expanding and contracting search techniques.In this study, the algorithm is extended for multiple equations modelling known as SURE-Autometrics.The aim of this paper is to assess the performance...
| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2015
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/15487/1/PID199.pdf |