A computationally efficient method for solving SUR models with orthogonal regressors

DOI10.1016/S0024-3795(02)00544-XzbMath1055.65017MaRDI QIDQ1881068

Erricos John Kontoghiorghes, Paolo Foschi

Publication date: 4 October 2004

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

Cholesky factorization; covariance matrix; seemingly unrelated regression; generalized linear least squares problem; estimation problem

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

Related Items

Computationally efficient methods for estimating the updated-observations SUR models

Cites Work

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