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Estimating seemingly unrelated regression models with vector autoregressive disturbances
Foschi, Paolo; Kontoghiorghes, Erricos J. - In: Journal of economic dynamics & control 28 (2004) 1, pp. 27-44
Persistent link: https://www.econbiz.de/10006758869
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Estimation of VAR Models: Computational Aspects
Foschi, Paolo; Kontoghiorghes, Erricos J. - In: Computational economics 21 (2003) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10007034568
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Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints
Kontoghiorghes, Erricos J. - In: Computational economics 15 (2000) 1, pp. 89-106
Persistent link: https://www.econbiz.de/10007050795
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Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
Gatu, Cristian; Kontoghiorghes, Erricos J. - In: Journal of economic dynamics & control 30 (2006) 5, pp. 721-740
Persistent link: https://www.econbiz.de/10007259884
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Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix
Kontoghiorghes, Erricos J.; Dinensis, Elias - In: Computational economics 10 (1997) 3, pp. 231-250
Persistent link: https://www.econbiz.de/10007068122
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An efficient branch-and-bound strategy for subset vector autoregressive model selection
Gatu, Cristian; Kontoghiorghes, Erricos J.; Gilli, Manfred - In: Journal of economic dynamics & control 32 (2008) 6, pp. 1949-1963
Persistent link: https://www.econbiz.de/10008057626
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An efficient branch-and-bound strategy for subset vector autoregressive model selection
Gatu, Cristian; Kontoghiorghes, Erricos J.; Gilli, Manfred - In: Journal of economic dynamics & control 32 (2008) 6, pp. 1949-1964
Persistent link: https://www.econbiz.de/10008892929