| Issue Date | Title | Author(s) |
| Apr-2021 | Advances of Econometrics and Statistics (EcoSta), 1st issue | Colubi, Ana ; Kontoghiorghes, Erricos John |
| Oct-2021 | Advances of Econometrics and Statistics (EcoSta), 2nd issue | Colubi, Ana ; Kontoghiorghes, Erricos John |
| 28-Jan-2004 | Algorithms for computing the qr decomposition of a set of matrices with common columns | Yanev, Petko I. ; Foschi, Paolo ; Kontoghiorghes, Erricos John |
| Apr-1995 | An alternative approach for the numerical solution of seemingly unrelated regression equations models | Clarke, Michael R B ; Kontoghiorghes, Erricos John |
| Jan-2022 | An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models | Hadjiantoni, Stella ; Kontoghiorghes, Erricos John |
| 2012 | The Annals of Computational and Financial Econometrics, first issue | Zeileis, Achim ; Van Dijk, Herman K. ; Bauwens, Luc ; Belsley, David A. ; Koopman, Siem Jan ; Mcaleer, Michael ; Amendola, Alessandra ; Billio, Monica ; Croux, Christophe ; Chen, Cathy Woan Shu ; Davidson, Russell M. ; Duchesne, Pierre ; Foschi, Paolo ; Francq, Christian ; Fuertes, Ana Maria ; Koop, Gary M. ; Khalaf, Lynda ; Paolella, Marc S. ; Pollock, D. S G ; Ruiz, Esther ; Paap, Richard ; Proietti, Tommaso ; Winker, Peter ; Yu, Philip ; Zakoïan, Jean Michel ; Kontoghiorghes, Erricos John |
| 2004 | Applied Numerical Mathematics: Preface | Gutknecht, Martin H. ; Kontoghiorghes, Erricos John ; Simoncini, Valeria |
| Mar-2006 | Branch-and-bound algorithms for computing the best-subset regression models | Gatu, Cristian ; Kontoghiorghes, Erricos John |
| 2016 | CFEnetwork: The annals of computational and financial econometrics, 3rd issue | Kontoghiorghes, Erricos John ; Van Dijk, Herman K. |
| Jan-2020 | CFEnetwork: The annals of computational and financial econometrics, 5th issue | Ando, Tomohiro ; Kontoghiorghes, Erricos John ; Winker, Peter |
| 28-Oct-2003 | A comparative study of algorithms for solving seemingly unrelated regressions models | Belsley, David A. ; Foschi, Paolo ; Kontoghiorghes, Erricos John |
| 1-Jan-2004 | Computational methods for modifying seemingly unrelated regressions models | Kontoghiorghes, Erricos John |
| 2002 | Computational Methods in Decision-Making, Economics and Finance | |
| 2008 | Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli | |
| 1-Sep-2004 | A computationally efficient method for solving sur models with orthogonal regressor | Foschi, Paolo ; Kontoghiorghes, Erricos John |
| Nov-2007 | Computationally efficient methods for estimating the updated-observations SUR models | Yanev, Petko I. ; Kontoghiorghes, Erricos John |
| 2001 | Computationally efficient methods for solving SURE models | Kontoghiorghes, Erricos John ; Foschi, Paolo |
| Aug-1997 | Computing 3sls solutions of simultaneous equation models with a possible singular variance-covariance matrix | Dinenis, Elias ; Kontoghiorghes, Erricos John |
| 1993 | Computing the complete orthogonal decomposition using a SIMD array processor | Kontoghiorghes, Erricos John ; Clarke, M. R.B. |
| 1993 | Concurrent object oriented model for fine to medium grain parallelism as a basis for parallel object oriented architectures | Balou, A. T. ; Kontoghiorghes, Erricos John ; Tzortzi, E. A. |