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An efficient branch-and-bound strategy for subset vector autoregressive model selection

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

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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

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Handbook of computational econometrics

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"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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Computational Methods in Financial Engineering : Essays in Honour of Manfred Gilli

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