Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process (Q956526)
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scientific article; zbMATH DE number 5373161
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| English | Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process |
scientific article; zbMATH DE number 5373161 |
Statements
Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process (English)
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25 November 2008
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subset vector autoregressive model selection
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seemingly unrelated regressions models
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least squares
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QR decomposition
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combinatorial algorithms
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0.835681676864624
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0.7831408977508545
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0.7809917330741882
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0.7363585233688354
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0.7331833839416504
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