A computationally efficient method for solving SUR models with orthogonal regressors (Q1881068): Difference between revisions
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English | A computationally efficient method for solving SUR models with orthogonal regressors |
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A computationally efficient method for solving SUR models with orthogonal regressors (English)
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4 October 2004
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Cholesky factorization
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seemingly unrelated regression
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estimation problem
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generalized linear least squares problem
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covariance matrix
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