Computationally efficient methods for estimating the updated-observations SUR models
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Publication:2382758
DOI10.1016/j.apnum.2007.01.004zbMath1123.65008OpenAlexW2160531497MaRDI QIDQ2382758
Petko I. Yanev, Erricos John Kontoghiorghes
Publication date: 4 October 2007
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2007.01.004
numerical examplesparallel algorithmsupdatingvariance-covariance matrixSURestimation algorithmsseemingly unrelated regressions modelCholesky factorgeneralized QR decomposition
Linear regression; mixed models (62J05) Parallel numerical computation (65Y05) Analysis of variance and covariance (ANOVA) (62J10) Direct numerical methods for linear systems and matrix inversion (65F05)
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Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models ⋮ Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
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Cites Work
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