A branch and bound algorithm for computing the best subset regression models
| Year of publication: |
2002-07-01
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|---|---|
| Authors: | Gatu, Cristian ; Kontoghiorghes, Erricos |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | model selection | least-squares | QR decomposition | branch and bound |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 294 |
| Classification: | C0 - Mathematical and Quantitative Methods. General |
| Source: |
Persistent link: https://www.econbiz.de/10005345379