A computationally efficient method for solving SUR models with orthogonal regressors
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Publication:1881068
DOI10.1016/S0024-3795(02)00544-XzbMath1055.65017OpenAlexW2060229590MaRDI QIDQ1881068
Paolo Foschi, Erricos John Kontoghiorghes
Publication date: 4 October 2004
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0024-3795(02)00544-x
Cholesky factorizationcovariance matrixseemingly unrelated regressiongeneralized linear least squares problemestimation problem
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Related Items (4)
On estimating regression coefficients in seemingly unrelated regression system ⋮ An Application of Matrix Power Series to Linear Models ⋮ Computationally efficient methods for estimating the updated-observations SUR models ⋮ On efficient estimators of two seemingly unrelated regressions
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