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...

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Bibliographic Details
Main Authors: Yusof, Norhayati, Ismail, Suzilah, Tuan Muda, Tuan Zalizam
Format: Conference or Workshop Item
Language:English
Published: 2015
Subjects:
Online Access:http://repo.uum.edu.my/15487/1/PID199.pdf
http://repo.uum.edu.my/15487/
http://www.icoci.cms.net.my/proceedings/2015/TOC.html
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