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Information about:
Erricos John Kontoghiorghes

Personal Details | Affiliation | Works
This is information that was supplied by Erricos Kontoghiorghes in registering through RePEc. If you are Erricos John Kontoghiorghes , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Erricos
Middle Name: John
Last Name: Kontoghiorghes
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RePEc Short-ID: pko218

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Affiliation

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Cristian Gatu & Petko Yanev & Erricos J. Kontoghiorghes, 2006. "A graph approach to generate all possible subset regression models," Computing in Economics and Finance 2006 282, Society for Computational Economics.

  2. Cristian Gatu & Erricos Kontoghiorghes, 2002. "A branch and bound algorithm for computing the best subset regression models," Computing in Economics and Finance 2002 294, Society for Computational Economics.

  3. P. Foschi & E.J. Kontoghiorghes, 2002. "Conjugate Gradient methods for solving sparse Simultaneous Equations Models," Computing in Economics and Finance 2002 271, Society for Computational Economics.

  4. Erricos J. Kontoghiorghes and Paolo Foschi, 2001. "A recursive algorithm for solving SUR models," Computing in Economics and Finance 2001 143, Society for Computational Economics.

  5. Paolo Foschi & Erricos J. Kontoghiorghes, 2000. "Numerical Solution Of Sure Models Deriving From Var(P) Processes," Computing in Economics and Finance 2000 152, Society for Computational Economics.

  6. Erricos J. Kontoghiorghes & Berc Rustem, 2000. "Block Parallel Algorithms For Solving The General Linear Model," Computing in Economics and Finance 2000 143, Society for Computational Economics.

  7. Erricos Kontoghiorghes, 1999. "Updating SURE Models," Computing in Economics and Finance 1999 1324, Society for Computational Economics.

  8. 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.
    Published as:

  9. Erricos J. Kontoghiorghes, . "Computing 3SLS Solutions of Simultaneous Equation Models with Possible Singular Variance-Covariance Matrix," Computing in Economics and Finance 1996 _032, Society for Computational Economics. [Downloadable!]
    Published as:

Articles

  1. Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K., 2009. "The fourth special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1923-1924, April. [Downloadable!] (restricted)

  2. Gatu, Cristian & Kontoghiorghes, Erricos J. & Gilli, Manfred & Winker, Peter, 2008. "An efficient branch-and-bound strategy for subset vector autoregressive model selection," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 1949-1963, June. [Downloadable!] (restricted)

  3. Hofmann, Marc & Gatu, Cristian & Kontoghiorghes, Erricos John, 2007. "Efficient algorithms for computing the best subset regression models for large-scale problems," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 16-29, September. [Downloadable!] (restricted)

  4. Belsley, David A. & Kontoghiorghes, Erricos John & Magnus, Jan R., 2007. "The Third Special Issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3258-viii, April. [Downloadable!] (restricted)

  5. Gatu, Cristian & Yanev, Petko I. & Kontoghiorghes, Erricos J., 2007. "A graph approach to generate all possible regression submodels," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 799-815, October. [Downloadable!] (restricted)

  6. Gatu, Cristian & Kontoghiorghes, Erricos J., 2006. "Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process," Journal of Economic Dynamics and Control, Elsevier, vol. 30(5), pages 721-739, May. [Downloadable!] (restricted)

  7. Erricos Kontoghiorghes, 2005. "Guest editorial," Computational Management Science, Springer, vol. 2(2), pages 85-85, 03. [Downloadable!] (restricted)

  8. Belsley, David A. & John Kontoghiorghes, Erricos, 2005. "Second Special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 283-285, April. [Downloadable!] (restricted)

  9. Cristian Gatu & Erricos Kontoghiorghes, 2005. "Efficient strategies for deriving the subset VAR models," Computational Management Science, Springer, vol. 4(4), pages 253-278, November. [Downloadable!] (restricted)

  10. Belsley, David A. & Kontoghiorghes, Erricos John, 2003. "Editorial," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 277-278, March. [Downloadable!] (restricted)

  11. Niland, Joyce C. & Afifi, Abdelmonem A. & Kontoghiorghes, Erricos John, 2003. "Special Issue in Honour of Stan Azen: a Birthday Celebration," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 1-2, October. [Downloadable!] (restricted)

  12. Foschi, Paolo & Kontoghiorghes, Erricos J., 2003. "Estimating seemingly unrelated regression models with vector autoregressive disturbances," Journal of Economic Dynamics and Control, Elsevier, vol. 28(1), pages 27-44, October. [Downloadable!] (restricted)

  13. 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, vol. 44(1-2), pages 3-35, October. [Downloadable!] (restricted)

  14. Paolo Foschi & Erricos J. Kontoghiorghes, 2003. "Estimation of VAR Models: Computational Aspects," Computational Economics, Springer, vol. 21(1_2), pages 3-22, 02. [Downloadable!]
    Published as:

  15. Foschi, Paolo & Kontoghiorghes, Erricos J., 2002. "Seemingly unrelated regression model with unequal size observations: computational aspects," Computational Statistics & Data Analysis, Elsevier, vol. 41(1), pages 211-229, November. [Downloadable!] (restricted)

  16. Kontoghiorghes, Erricos J, 2000. "Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints," Computational Economics, Springer, vol. 15(1-2), pages 89-106, April. [Downloadable!]
    Other versions:

  17. Erricos J. Kontoghiorghes, 2000. "Inconsistencies in SURE Models: Computational Aspects," Computational Economics, Springer, vol. 16(1/2), pages 63-70, October. [Downloadable!]

  18. Kontoghiorghes, Erricos J & Dinenis, Elias, 1997. "Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix," Computational Economics, Springer, vol. 10(3), pages 231-50, August. [Downloadable!]
    Other versions:

  19. Kontoghiorghes, E. J. & Clarke, M. R. B., 1995. "An alternative approach for the numerical solution of seemingly unrelated regression equations models," Computational Statistics & Data Analysis, Elsevier, vol. 19(4), pages 369-377, April. [Downloadable!] (restricted)

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This page was last updated on 2009-11-19.

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