Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
DOI10.1016/J.JEDC.2005.03.006zbMATH Open1200.62106OpenAlexW1987788140MaRDI QIDQ956526FDOQ956526
Authors: Cristian Gatu, Erricos J. Kontoghiorghes 
Publication date: 25 November 2008
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2005.03.006
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Cited In (6)
- An efficient branch-and-bound strategy for subset vector autoregressive model selection
- Computationally efficient methods for estimating the updated-observations SUR models
- Variable selection in regression models using nonstandard optimisation of information criteria
- Efficient strategies for deriving the subset VAR models
- Model selection in a system of simultaneous equations model
- A graph approach to generate all possible regression submodels
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