An alternative approach for the numerical solution of seemingly unrelated regression equations models

DOI10.1016/0167-9473(94)00010-GMaRDI QIDQ673732zbMATH OpenOpenAlexWikidataFDO

Authors M. R. B. Clarke, Erricos J. Kontoghiorghes

Publication date 28 February 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(94)00010-g

zbMATH Keywords

Orthogonal transformationsSURE modelVariance--covariance matrix

Mathematics Subject Classification ID

Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• scientific article; zbMATH DE number 3669655 (Why is no real title available?)
• scientific article; zbMATH DE number 193897 (Why is no real title available?)
• A Constrained Least Squares Approach to the General Gauss-Markov Linear Model
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Computer Solution and Perturbation Analysis of Generalized Linear Least Squares Problems
• Estimation of seemingly unrelated regression equations
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Fast Numerically Stable Computations for Generalized Linear Least Squares Problems
• Iterative Estimation of a Set of Linear Regression Equations
• SOLVING THE UPDATED AND DOWNDATED ORDINARY LINEAR MODEL ON MASSIVELY PARALLEL SIMD SYSTEMS
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations

Cited in

(18)

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• A comparative study of algorithms for solving seemingly unrelated regressions models
• Computational methods for modifying seemingly unrelated regressions models.
• Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
• An algorithm to estimate time-varying parameter SURE models under different types of restriction
• Inconsistencies in SURE models: Computational aspects
• An efficient branch-and-bound strategy for subset vector autoregressive model selection
• Computationally efficient methods for estimating the updated-observations SUR models
• Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models
• A computationally efficient method for solving SUR models with orthogonal regressors
• Cross-Sectional Dependence in Panel Data Analysis
• scientific article; zbMATH DE number 1618003 (Why is no real title available?)
• Sparse seemingly unrelated regression modelling: applications in finance and econometrics
• Applied regression analysis bibliography update 1994-97
• scientific article; zbMATH DE number 2065152 (Why is no real title available?)
• Unobserved heterogeneity in panel time series models
• Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations
• A graph approach to generate all possible regression submodels

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