Computational methods for modifying seemingly unrelated regressions models.

DOI10.1016/j.cam.2003.08.024zbMath1037.65010OpenAlexW1999066908MaRDI QIDQ1421229

Erricos John Kontoghiorghes

Publication date: 26 January 2004

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2003.08.024

zbMATH Keywords

Least-squaresQR decompositionrecursive algorithmOrthogonal factorizationsSeemingly unrelated regressions models

Mathematics Subject Classification ID

Related Items (7)

Computationally efficient methods for estimating the updated-observations SUR models ⋮ Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models ⋮ Estimating seemingly unrelated regression models with vector autoregressive disturbances ⋮ Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process ⋮ A comparative study of algorithms for solving seemingly unrelated regressions models ⋮ New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank ⋮ Efficient algorithms for block downdating of least squares solutions

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