Ranging algebraically with more observations than unknowns
نویسندگان
چکیده
منابع مشابه
Econometric Model Selection With More Variables Than Observations
Several algorithms for indicator saturation are compared and found to have low power when there are multiple breaks. A new algorithm is introduced, based on repeated application of an automatic model selection procedure (Autometrics, see Doornik, 2009) which is based on the general-to-specific approach. The new algorithm can also be applied in the general case of more variables than observation...
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ژورنال
عنوان ژورنال: Earth, Planets and Space
سال: 2003
ISSN: 1880-5981
DOI: 10.1186/bf03351772