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Volumn 16, Issue 1-2, 2000, Pages 63-70

Inconsistencies in SURE models: Computational aspects

Author keywords

Kronecker products; Least squares; SURE models; SVD

Indexed keywords


EID: 0141966693     PISSN: 09277099     EISSN: None     Source Type: Journal    
DOI: 10.1023/a:1008701502938     Document Type: Article
Times cited : (4)

References (18)
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    • Kontoghiorghes, E.J. (1999). Parallel strategies for computing the orthogonal factorizations, used in the estimation of econometric models. Algorithmica, in print.
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    • Parallel strategies for solving SURE models with variance inequalities and positivity of correlations constraints
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    • Kontoghiorghes, E.J. (1999). Parallel strategies for solving SURE models with variance inequalities and positivity of correlations constraints. Computational Economics, in print.
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    • Kontoghiorghes, E.J.1
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    • Kontoghiorghes, E.J.1    Clarke, M.R.B.2
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    • Kourouklis, S.1    Paige, C.C.2
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    • Paige, C.C. (1978). Numerically stable computations for general univariate linear models. Communications on Statistical and Simulation Computation, 7 (5), 437-453.
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    • Zellner, A. (1962). An efficient method of estimating seemingly unrelated regression equations and tests for aggregation bias. Journal of the American Statistical Association, 57, 348-368.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.