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Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process

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Persistent link: https://www.econbiz.de/10003317074

A generalized singular value decomposition strategy for estimating the block recursive simultaneous equations model

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Efficient algorithms for computing the best subset regression models for large-scale problems

Hofmann, Marc; Gatu, Cristian; Kontoghiorghes, Erricos John - In: Computational Statistics & Data Analysis 52 (2007) 1, pp. 16-29

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Computational methods in financial engineering : essays in honour of Manfred Gilli

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Optimisation, econometric and financial analysis

Kontoghiorghes, Erricos John (ed.) - 2007

Persistent link: https://www.econbiz.de/10003358463

Numerical and computational strategies for solving seemingly unrelated regression models

Foschi, Paolo; Garin, Lucien; Kontoghiorghes, Erricos John - In: Computational methods in decision-making, economics and …, (pp. 405-427). 2010

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Computational methods in decision-making, economics and finance

Kontoghiorghes, Erricos John (contributor) - 2010

Persistent link: https://www.econbiz.de/10008935494

Handbook of computational econometrics

Belsley, David A. (ed.); … - 2009

"Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software,...

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Estimating seemingly unrelated regression models with vector autoregressive disturbances

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Persistent link: https://www.econbiz.de/10001794313