Pages that link to "Item:Q956734"
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The following pages link to A comparative study of algorithms for solving seemingly unrelated regressions models (Q956734):
Displaying 15 items.
- Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations (Q518238) (← links)
- Estimating seemingly unrelated regression models with vector autoregressive disturbances (Q951434) (← links)
- Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process (Q956526) (← links)
- Second special issue on computational econometrics (Q957202) (← links)
- 2nd special issue on matrix computations and statistics (Q959129) (← links)
- Unobserved heterogeneity in panel time series models (Q959319) (← links)
- New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank (Q961407) (← links)
- A Bayesian analysis of moving average processes with time-varying parameters (Q1020904) (← links)
- Computational methods for modifying seemingly unrelated regressions models. (Q1421229) (← links)
- Efficient algorithms for block downdating of least squares solutions (Q1826598) (← links)
- Seemingly unrelated regression model with unequal size observations: Computational aspects (Q1874132) (← links)
- A computationally efficient method for solving SUR models with orthogonal regressors (Q1881068) (← 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)
