Two-stage least squares and indirect least squares algorithms for simultaneous equations models

DOI10.1016/j.cam.2011.07.005zbMath1245.65047OpenAlexW1987428615MaRDI QIDQ432795

Domingo Giménez, Jose J. López-Espín, Antonio M. Vidal

Publication date: 4 July 2012

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.2011.07.005

zbMATH Keywords

algorithmsnumerical examplesparallel computingleast squares methodsimultaneous equations modelseconometricsQR-decomposition

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Parallel numerical computation (65Y05)

Related Items (1)

Heuristics and metaheuristics for accelerating the computation of simultaneous equations models through a Steiner tree

Uses Software

• ATLAS
• LAPACK
• MKL

Cites Work

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• Efficient algorithms for computing the best subset regression models for large-scale problems
• Algorithms for computing the QR decomposition of a set of matrices with common columns
• An extended set of FORTRAN basic linear algebra subprograms
• Paring 3SLS calculations down to manageable proportions
• Automated empirical optimizations of software and the ATLAS project
• Parallel algorithms for linear models. Numerical methods and estimation problems

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