A computationally efficient method for solving SUR models with orthogonal regressors (Q1881068): Difference between revisions

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Revision as of 12:17, 7 June 2024

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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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