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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Nur Azulia, Kamarudin
التنسيق: أطروحة
اللغة:الإنجليزية
الإنجليزية
الإنجليزية
منشور في: 2019
الموضوعات:
الوصول للمادة أونلاين: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
https://etd.uum.edu.my/8895/
Abstract Abstract here