The computational efficiency of various algorithms for solving seemingly unrelated regressions (SUR) models is investigated.
Aug 9, 2023 · Abstract. The computational efficiency of various algorithms for solving seemingly unrelated regressions (SUR) models is investigated.
Foschi, Paolo & Belsley, David A. & Kontoghiorghes, Erricos J., 2003. "A comparative study of algorithms for solving seemingly unrelated regressions models ...
This paper explores empirically the link between stocks returns Value-at-Risk (VaR) and the state of financial markets cycle. The econometric analysis is ...
By Paolo Foschi, David Belsley and Erricos Kontoghiorghes; A comparative study of algorithms for solving seemingly unrelated regressions models.
Foschi, P. ... and Belsley, D.A. and Kontoghiorghes, Erricos (2003) A comparative study of algorithms for solving seemingly unrelated regressions models.
Computationally efficient and numerically stable methods for solving Seemingly Unrelated Regression (SUR) models are proposed.
Belsley, E.J. Kontoghiorghes, A comparative study of algorithms for solving seemingly unrelated regressions models, Comput. Statist. Data Anal. 44 (1-2) ...
The computational efficiency of various algorithms for solving seemingly unrelated regressions (SUR) models is investigated. Some of the algorithms adapt known ...
Computationally efficient and numerically stable methods for solving Seemingly Unrelated Regression (SUR) models are proposed.
Missing: comparative study