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
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Working papers
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Erricos Kontoghiorghes, 1999.
"Updating SURE Models,"
Computing in Economics and Finance 1999
1324, Society for Computational Economics.
- 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: - 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
- 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)
- 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)
- 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)
- 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)
- Erricos Kontoghiorghes, 2005.
"Guest editorial,"
Computational Management Science,
Springer, vol. 2(2), pages 85-85, 03.
[Downloadable!] (restricted)
- 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)
- 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)
- Belsley, David A. & Kontoghiorghes, Erricos John, 2003.
"Editorial,"
Computational Statistics & Data Analysis,
Elsevier, vol. 42(3), pages 277-278, March.
[Downloadable!] (restricted)
- 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)
- 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)
- 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)
- 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: - 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)
- 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: - Erricos J. Kontoghiorghes, 2000.
"Inconsistencies in SURE Models: Computational Aspects,"
Computational Economics,
Springer, vol. 16(1/2), pages 63-70, October.
[Downloadable!]
- 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: - 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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