Computationally efficient methods for estimating the updated-observations SUR models (Q2382758): Difference between revisions
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Revision as of 06:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computationally efficient methods for estimating the updated-observations SUR models |
scientific article |
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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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