A computationally efficient method for solving SUR models with orthogonal regressors
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Publication:1881068
DOI10.1016/S0024-3795(02)00544-XzbMath1055.65017MaRDI QIDQ1881068
Erricos John Kontoghiorghes, Paolo Foschi
Publication date: 4 October 2004
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Cholesky factorization; covariance matrix; seemingly unrelated regression; generalized linear least squares problem; estimation problem
62J05: Linear regression; mixed models
Related Items
On efficient estimators of two seemingly unrelated regressions, Computationally efficient methods for estimating the updated-observations SUR models, An Application of Matrix Power Series to Linear Models
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