An alternative approach for the numerical solution of seemingly unrelated regression equations models
DOI10.1016/0167-9473(94)00010-GzbMATH Open0875.62362OpenAlexW2152591884WikidataQ127089108 ScholiaQ127089108MaRDI QIDQ673732FDOQ673732
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
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Cited In (18)
- Estimating seemingly unrelated regression models with vector autoregressive disturbances
- 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
- Cross-Sectional Dependence in Panel Data Analysis
- A computationally efficient method for solving SUR models with orthogonal regressors
- Title not available (Why is that?)
- Sparse seemingly unrelated regression modelling: applications in finance and econometrics
- Applied regression analysis bibliography update 1994-97
- Title not available (Why is that?)
- 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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