Parallel strategies for solving SURE models with variance inequalities and positivity of correlations constraints

DOI10.1023/A:1008647128446zbMath0951.62052OpenAlexW1754364756MaRDI QIDQ1578939

Publication date: 27 December 2000

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008647128446

zbMATH Keywords

Kronecker products SURE models parallel algorithms least-squares orthogonal factorizations seemingly unrelated regression equations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items

Seemingly unrelated regression model with unequal size observations: Computational aspects ⋮ A computationally efficient method for solving SUR models with orthogonal regressors ⋮ Computationally efficient methods for estimating the updated-observations SUR models ⋮ Estimating seemingly unrelated regression models with vector autoregressive disturbances ⋮ Multi-core CPUs, clusters, and grid computing: A tutorial ⋮ A comparative study of algorithms for solving seemingly unrelated regressions models

Uses Software

ScaLAPACK

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