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Latest revision as of 09:26, 27 June 2024

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Computationally efficient methods for estimating the updated-observations SUR models
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    Computationally efficient methods for estimating the updated-observations SUR models (English)
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    4 October 2007
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    updating
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    generalized QR decomposition
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    parallel algorithms
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    numerical examples
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    seemingly unrelated regressions model
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    SUR
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    Cholesky factor
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    variance-covariance matrix
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    estimation algorithms
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