Advanced Search
MyIDEAS: Login to save this article or follow this journal

Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints

Contents:

Author Info

  • Kontoghiorghes, Erricos J

Abstract

The problem of computing estimates of parameters in SURE models with variance inequalities and positivity of correlations constraints is considered. Efficient algorithms that exploit the block bidiagonal structure of the data matrix are presented. The computational complexity of the main matrix factorizations is analyzed. A compact method to solve the model with proper subset regressors is proposed. Citation Copyright 2000 by Kluwer Academic Publishers.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://journals.kluweronline.com/issn/0927-7099/contents
Download Restriction: no

Bibliographic Info

Article provided by Society for Computational Economics in its journal Computational Economics.

Volume (Year): 15 (2000)
Issue (Month): 1-2 (April)
Pages: 89-106

as in new window
Handle: RePEc:kap:compec:v:15:y:2000:i:1-2:p:89-106

Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=100248
More information through EDIRC

Related research

Keywords:

Other versions of this item:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. William L. Goffe & Michael Creel, 2005. "Multi-core CPUs, Clusters and Grid Computing: a Tutorial," Computing in Economics and Finance 2005, Society for Computational Economics 438, Society for Computational Economics.
  2. Foschi, Paolo & Belsley, David A. & Kontoghiorghes, Erricos J., 2003. "A comparative study of algorithms for solving seemingly unrelated regressions models," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 44(1-2), pages 3-35, October.
  3. Foschi, Paolo & Kontoghiorghes, Erricos J., 2002. "Seemingly unrelated regression model with unequal size observations: computational aspects," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 41(1), pages 211-229, November.
  4. Foschi, Paolo & Kontoghiorghes, Erricos J., 2003. "Estimating seemingly unrelated regression models with vector autoregressive disturbances," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(1), pages 27-44, October.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:kap:compec:v:15:y:2000:i:1-2:p:89-106. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F. Baum).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.