A Constrained Least Squares Approach to the General Gauss-Markov Linear Model
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Publication:3930488
DOI10.2307/2287520zbMATH Open0475.62052OpenAlexW4232340840MaRDI QIDQ3930488FDOQ3930488
Authors: Stavros Kourouklis, Christopher C. Paige 
Publication date: 1981
Full work available at URL: https://doi.org/10.2307/2287520
Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Direct numerical methods for linear systems and matrix inversion (65F05)
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
- Inclusion and exclusion of data or parameters in the general linear model
- Generalized QR factorization and its applications
- 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
- Updates of statistics in a general linear model: a statistical interpretation and applications
- A recursive three-stage least squares method for large-scale systems of simultaneous equations
- 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
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