Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process (Q956526)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process |
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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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