Computationally efficient methods for estimating the updated-observations SUR models (Q2382758)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Computationally efficient methods for estimating the updated-observations SUR models
scientific article

    Statements

    Computationally efficient methods for estimating the updated-observations SUR models (English)
    0 references
    4 October 2007
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    updating
    0 references
    generalized QR decomposition
    0 references
    parallel algorithms
    0 references
    numerical examples
    0 references
    seemingly unrelated regressions model
    0 references
    SUR
    0 references
    Cholesky factor
    0 references
    variance-covariance matrix
    0 references
    estimation algorithms
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references