Pages that link to "Item:Q951434"
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The following pages link to Estimating seemingly unrelated regression models with vector autoregressive disturbances (Q951434):
Displaying 12 items.
- An alternative approach for the numerical solution of seemingly unrelated regression equations models (Q673732) (← links)
- Estimating seemingly unrelated regression models with vector autoregressive disturbances (Q951434) (← links)
- Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process (Q956526) (← links)
- A comparative study of algorithms for solving seemingly unrelated regressions models (Q956734) (← links)
- Computational methods for modifying seemingly unrelated regressions models. (Q1421229) (← links)
- A computationally efficient method for solving SUR models with orthogonal regressors (Q1881068) (← links)
- Regularized joint estimation of related vector autoregressive models (Q2002726) (← links)
- Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression (Q2066587) (← links)
- Computationally efficient methods for estimating the updated-observations SUR models (Q2382758) (← links)
- A Novel Approach for Estimating Seemingly Unrelated Regressions with High-Order Autoregressive Disturbances (Q2876126) (← links)
- Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression (Q5046817) (← links)
- A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors (Q5864378) (← links)
