Updating SURE Models
AbstractThe standard means for updating the SURE model is a well-known process. This work presents a computationally efficient and numerically stable method for solving this updating problem. Within this context, an algorithm is developed for recursive estimation of SURE models. The parallelization of the main matrix computations is shown. Furthermore, computational methods for solving a modified SURE model after exogenous variables or observations have been deleted or added are also discussed.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 1999 with number 1324.
Date of creation: 01 Mar 1999
Date of revision:
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Paolo, Foschi, 2005. "Estimating regressions and seemingly unrelated regressions with error component disturbances," MPRA Paper 1424, University Library of Munich, Germany, revised 07 Sep 2006.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum).
If references are entirely missing, you can add them using this form.