Tuan Zalizam Tuan Muda

Assessing the simulation performances of multiple model selection algorithm

2015 · Universiti Utara Malaysia Institutional Repository (Universiti Utara Malaysia)

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 …