Inconsistencies in SURE models: Computational aspects

DOI10.1023/A:1008701502938MaRDI QIDQ5929103zbMATH OpenOpenAlexFDO

Authors Erricos J. Kontoghiorghes

Publication date 19 July 2001

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1008701502938

zbMATH Keywords

Kronecker productssingular value decompositionSURE modelsSVD

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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• Paradox of integration -- a computational model
• Consistency, models, and soundness
• Injecting inconsistencies into models of PA
• A comparative study of algorithms for solving seemingly unrelated regressions models

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