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Seemingly unrelated regression model with unequal size observations: computational aspects

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  • Foschi, Paolo
  • Kontoghiorghes, Erricos J.

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File URL: http://www.sciencedirect.com/science/article/B6V8V-472JRC1-4/2/629194a9793183080f133753eebc8198
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Bibliographic Info

Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 41 (2002)
Issue (Month): 1 (November)
Pages: 211-229

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Handle: RePEc:eee:csdana:v:41:y:2002:i:1:p:211-229

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Web page: http://www.elsevier.com/locate/csda

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  1. Kontoghiorghes, Erricos J, 2000. "Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints," Computational Economics, Society for Computational Economics, vol. 15(1-2), pages 89-106, April.
  2. Schmidt, Peter, 1977. "Estimation of seemingly unrelated regressions with unequal numbers of observations," Journal of Econometrics, Elsevier, vol. 5(3), pages 365-377, May.
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Cited by:
  1. Orbe, Susan & Ferreira, Eva & Rodriguez-Poo, Juan, 2003. "An algorithm to estimate time-varying parameter SURE models under different types of restriction," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 363-383, March.
  2. Wang, Hao, 2010. "Sparse seemingly unrelated regression modelling: Applications in finance and econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2866-2877, November.
  3. Hofmann, Marc & Kontoghiorghes, Erricos John, 2010. "Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3392-3403, December.
  4. Jhun, Myoungshic & Song, Seuck Heun & Jung, Byoung Cheol, 2003. "BLUP in the nested panel regression model with serially correlated errors," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 77-88, October.

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