IDEAS home Printed from https://ideas.repec.org/p/sce/scecf9/1324.html
   My bibliography  Save this paper

Updating SURE Models

Author

Listed:
  • Erricos Kontoghiorghes

    (University of Neuchatel)

Abstract

The 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.

Suggested Citation

  • Erricos Kontoghiorghes, 1999. "Updating SURE Models," Computing in Economics and Finance 1999 1324, Society for Computational Economics.
    • Handle: RePEc:sce:scecf9:1324
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below 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.

    Citations

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


    Cited by:

    1. 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.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sce:scecf9:1324. See general information about how to correct material in RePEc.

    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.

    We have no bibliographic references for this item. You can help adding them by using 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: https://edirc.repec.org/data/sceeeea.html .

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

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.