Paring 3SLS calculations down to manageable proportions

DOI10.1007/BF00426758zbMath0771.65102OpenAlexW2076452445MaRDI QIDQ4017561

David A. Belsley

Publication date: 16 January 1993

Published in: Computer Science in Economics and Management (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00426758

zbMATH Keywords

stabilitysingular-value decompositionregression\(QR\) factorizationthree-stage least squares estimator3SLS estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Probabilistic methods, stochastic differential equations (65C99)

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A recursive three-stage least squares method for large-scale systems of simultaneous equations ⋮ Two-stage least squares and indirect least squares algorithms for simultaneous equations models ⋮ A comparative study of algorithms for solving seemingly unrelated regressions models

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