Extended multiple models selection algorithms based on iterative feasible generalized least squares (IFGLS) and expectation-maximization (EM) algorithm
Automated model selection has been used to bridge the gap between experts and end users since 1960s starting with Stepwise and recently with Autometrics for single equation. This extension of Autometrics for model selection was also developed for multiple equations by integrating it with seemingly u...
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| Format: | Thesis |
| Language: | eng eng eng |
| Published: |
2019
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| Subjects: | |
| Online Access: | https://etd.uum.edu.my/8895/1/S94055_01.pdf https://etd.uum.edu.my/8895/2/S94055_02.pdf https://etd.uum.edu.my/8895/3/s94055_references.docx |
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