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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主要作者: Nur Azulia, Kamarudin
格式: Thesis
語言:eng
eng
eng
出版: 2019
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在線閱讀: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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