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Estimating seemingly unrelated regression models with vector autoregressive disturbances
Foschi, Paolo; Kontoghiorghes, Erricos John - In: Journal of economic dynamics & control 28 (2003) 1, pp. 27-44
Persistent link: https://www.econbiz.de/10001794313
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Numerical methods for estimating linear econometric models
Foschi, Paolo (contributor) - 2004
Persistent link: https://www.econbiz.de/10002416832
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Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process
Gatu, Cristian; Kontoghiorghes, Erricos John - In: Journal of economic dynamics & control 30 (2006) 5, pp. 721-739
Persistent link: https://www.econbiz.de/10003317074
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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/10003732828