A comparative study of algorithms for solving seemingly unrelated regressions models
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Cited in
(18)- A Bayesian analysis of moving average processes with time-varying parameters
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- Efficient algorithms for block downdating of least squares solutions
- Seemingly unrelated regression model with unequal size observations: Computational aspects
- A computationally efficient method for solving SUR models with orthogonal regressors
- Computationally efficient methods for estimating the updated-observations SUR models
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics
- Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models
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- Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations
- An alternative approach for the numerical solution of seemingly unrelated regression equations models
- Estimating seemingly unrelated regression models with vector autoregressive disturbances
- Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
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