Estimating seemingly unrelated regression models with vector autoregressive disturbances
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- Paolo Foschi & Erricos J. Kontoghiorghes, 2003.
"Estimation of VAR Models: Computational Aspects,"
Society for Computational Economics, vol. 21(1_2), pages 3-22, 02.
- 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.
- Kontoghiorghes, Erricos J, 2000.
"Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints,"
Society for Computational Economics, vol. 15(1-2), pages 89-106, April.
- 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.
- Turkington, Darrell, 2000. "Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances," Journal of Econometrics, Elsevier, vol. 99(2), pages 225-253, December.
- 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.
- Kontoghiorghes, Erricos J & Dinenis, Elias, 1997.
"Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix,"
Society for Computational Economics, vol. 10(3), pages 231-50, August.
- 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.
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