Seemingly unrelated regression model with unequal size observations: computational aspects
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 41 (2002)
Issue (Month): 1 (November)
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Web page: http://www.elsevier.com/locate/csda
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Schmidt, Peter, 1977. "Estimation of seemingly unrelated regressions with unequal numbers of observations," Journal of Econometrics, Elsevier, vol. 5(3), pages 365-377, May.
- Erricos Kontoghiorghes & Elias Dinenis & Dennis Parkinson, .
"Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints,"
Computing in Economics and Finance 1997
45, Society for Computational Economics.
- 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.
- Paolo Foschi & Erricos Kontoghiorghes, 2003.
"Estimation of VAR Models Computational Aspects,"
Society for Computational Economics, vol. 21(1), pages 3-22, February.
- 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.
- 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.
- 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.
- 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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