A Constrained Least Squares Approach to the General Gauss-Markov Linear Model
From MaRDI portal
Publication:3930488
Cited in
(18)- Estimating seemingly unrelated regression models with vector autoregressive disturbances
- A comparative study of algorithms for solving seemingly unrelated regressions models
- An improved algorithm for generalized least squares estimation
- Computational methods for modifying seemingly unrelated regressions models.
- Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
- Seemingly unrelated regression model with unequal size observations: Computational aspects
- An efficient branch-and-bound strategy for subset vector autoregressive model selection
- Generalized QR factorization and its applications
- Inclusion and exclusion of data or parameters in the general linear model
- Inverse-partitioned-matrix method for the general Gauss-Markov model with linear restrictions
- Circumstances in which different criteria of estimation can be applied to estimate policy effects
- On the extrema of linear least-squares problems
- A recursive three-stage least squares method for large-scale systems of simultaneous equations
- Updates of statistics in a general linear model: a statistical interpretation and applications
- A constrained least-squares approach to the rapid reanalysis of structures
- Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations
- The general linear model of the generalized singular value decomposition
- An alternative approach for the numerical solution of seemingly unrelated regression equations models
This page was built for publication: A Constrained Least Squares Approach to the General Gauss-Markov Linear Model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3930488)