A comparative study of algorithms for solving seemingly unrelated regressions models
From MaRDI portal
Publication:956734
DOI10.1016/S0167-9473(03)00028-8zbMath1429.62289MaRDI QIDQ956734
Paolo Foschi, Erricos John Kontoghiorghes, David A. Belsley
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Computational methods for problems pertaining to statistics (62-08) 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, Computational methods for modifying seemingly unrelated regressions models., Sparse seemingly unrelated regression modelling: applications in finance and econometrics, 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 large-scale general linear and seemingly unrelated regressions models after deleting observations, Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process, Second special issue on computational econometrics, 2nd special issue on matrix computations and statistics, Unobserved heterogeneity in panel time series models, New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank, A Bayesian analysis of moving average processes with time-varying parameters, Efficient algorithms for block downdating of least squares solutions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations
- An alternative approach for the numerical solution of seemingly unrelated regression equations models
- Estimating seemingly unrelated regression models with vector autoregressive disturbances
- An algorithm to estimate time-varying parameter SURE models under different types of restriction
- Recursive estimation of simultaneous equation models
- Estimation of seemingly unrelated regression equations
- Computing 3SLS solutions of simultaneous equation models with a possible singular variance-covariance matrix
- Computational methods for modifying seemingly unrelated regressions models.
- Parallel strategies for solving SURE models with variance inequalities and positivity of correlations constraints
- Estimation of VAR models: computational aspects
- On algorithms for generalized least squares problems with ill-conditioned covariance matrices
- Parallel strategies for computing the orthogonal factorizations used in the estimation of econometric models
- Seemingly unrelated regression model with unequal size observations: Computational aspects
- A Constrained Least Squares Approach to the General Gauss-Markov Linear Model
- Paring 3SLS calculations down to manageable proportions
- Fast Numerically Stable Computations for Generalized Linear Least Squares Problems
- Computer Solution and Perturbation Analysis of Generalized Linear Least Squares Problems
- Kronecker Products, Unitary Matrices and Signal Processing Applications
- Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
- Iterative Estimation of a Set of Linear Regression Equations
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
- Inconsistencies in SURE models: Computational aspects
- Parallel algorithms for linear models. Numerical methods and estimation problems
