A computationally efficient method for solving SUR models with orthogonal regressors (Q1881068): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computationally efficient method for solving SUR models with orthogonal regressors |
scientific article |
Statements
A computationally efficient method for solving SUR models with orthogonal regressors (English)
0 references
4 October 2004
0 references
Cholesky factorization
0 references
seemingly unrelated regression
0 references
estimation problem
0 references
generalized linear least squares problem
0 references
covariance matrix
0 references
