Pages that link to "Item:Q673732"
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The following pages link to An alternative approach for the numerical solution of seemingly unrelated regression equations models (Q673732):
Displaying 14 items.
- Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations (Q518238) (← links)
- An efficient branch-and-bound strategy for subset vector autoregressive model selection (Q844693) (← links)
- Estimating seemingly unrelated regression models with vector autoregressive disturbances (Q951434) (← links)
- An algorithm to estimate time-varying parameter SURE models under different types of restriction (Q951875) (← links)
- Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process (Q956526) (← links)
- A comparative study of algorithms for solving seemingly unrelated regressions models (Q956734) (← links)
- Unobserved heterogeneity in panel time series models (Q959319) (← links)
- A graph approach to generate all possible regression submodels (Q1020883) (← links)
- Computational methods for modifying seemingly unrelated regressions models. (Q1421229) (← links)
- Computationally efficient methods for estimating the updated-observations SUR models (Q2382758) (← links)
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics (Q2445741) (← links)
- Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models (Q2445794) (← links)
- Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
