A comparative study of algorithms for solving seemingly unrelated regressions models

Computational Statistics and Data Analysis

Volumn 44, Issue 1-2, 2003, Pages 3-35

  Foschi, Paolo ^a   Belsley, David A ^b   Kontoghiorghes, Erricos J ^a  

^a UNIVERSITY OF NEUCHÂTEL   (Switzerland)

^b BOSTON COLLEGE   (United States)

Author keywords

Least squares; QR decomposition; SUR models

Indexed keywords

ALGORITHMS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; PROBLEM SOLVING;

REGRESSION MODELS;

REGRESSION ANALYSIS;

ALGORITHM; NUMERICAL MODEL; REGRESSION ANALYSIS;

EID: 0011474513     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(03)00028-8     Document Type: Article

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