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A comparative study of algorithms for solving seemingly unrelated regressions models

Foschi, Paolo; Belsley, David A.; Kontoghiorghes, Erricos J. - In: Computational Statistics & Data Analysis 44 (2003) 1-2, pp. 3-35

Persistent link: https://www.econbiz.de/10005081887

Computational Economics and Econometrics

Amman, Hans M. - 1992

One: Econometrics -- Likelihood evaluation for dynamic latent variables models -- Global optimization of statistical functions: Preliminary results -- On efficient exact maximum likelihood estimation of high-order multivariate ARMA models -- Efficient computation of stochastic coefficients...

Persistent link: https://www.econbiz.de/10013519599

Assessing the quality of regression estimates through a test for signal-to-noise and its application to detecting harmful collinearity

Belsley, David A. - In: Journal of Econometrics 16 (1981) 1, pp. 167-167

Persistent link: https://www.econbiz.de/10005285334

Editor's introduction

Belsley, David A. - In: Journal of Econometrics 38 (1988) 1-2, pp. 3-5

Persistent link: https://www.econbiz.de/10005285401

Conditioning in models with logs

Belsley, David A. - In: Journal of Econometrics 38 (1988) 1-2, pp. 127-143

Persistent link: https://www.econbiz.de/10005285444

Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise

Belsley, David A. - In: Journal of Econometrics 20 (1982) 2, pp. 211-253

Persistent link: https://www.econbiz.de/10005285756

Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results

Belsley, David A.; Wall, Kent D. - National Bureau of Economic Research (NBER) - 1976

This working paper provides some preliminary results on the computational feasibility of nonlinear full information maximum likelihood (NECML) estimation. Severa1 of the test cases presented were also subjected to nonlinear three stage least square (NLBSLS) estimation in order to illustrate the...

Persistent link: https://www.econbiz.de/10005830025

Editorial

Belsley, David A.; Kontoghiorghes, Erricos John - In: Computational Statistics & Data Analysis 42 (2003) 3, pp. 277-278

Persistent link: https://www.econbiz.de/10005130448

Second Special issue on Computational Econometrics

Belsley, David A.; John Kontoghiorghes, Erricos - In: Computational Statistics & Data Analysis 49 (2005) 2, pp. 283-285

Persistent link: https://www.econbiz.de/10005130516

The fourth special issue on Computational Econometrics

Belsley, David A.; Davidson, Russell; Kontoghiorghes, … - In: Computational Statistics & Data Analysis 53 (2009) 6, pp. 1923-1924

Persistent link: https://www.econbiz.de/10005130710