Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/14726
DC FieldValueLanguage
dc.contributor.authorKontoghiorghes, Erricos John-
dc.contributor.authorFoschi, Paolo-
dc.contributor.otherΚοντογιώργης, Ερρίκος-
dc.date.accessioned2019-07-26T09:37:16Z-
dc.date.available2019-07-26T09:37:16Z-
dc.date.issued2001-
dc.identifier.citationLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) Volume 1988, 2001, Pages 490-498 2nd International Conference on Numerical Analysis and Its Applications, NAA 2000; Rousse; Bulgaria; 11 June 2000 through 15 June 2000; Code 126839en_US
dc.identifier.issn03029743-
dc.identifier.urihttps://hdl.handle.net/20.500.14279/14726-
dc.description.abstractComputationally efficient and numerically stable methods for solving Seemingly Unrelated Regression Equations (SURE) models are proposed. The iterative feasible generalized least squares estimator of SURE models where the regression equations have common exogenous variables is derived. At each iteration an estimator of the SURE model is obtained from the solution of a generalized linear least squares problem. The proposed methods, which have as a basic tool the generalized QR decomposition, are also found to be efficient in the general case where the number of linear independent regressors is smaller than the number of observations.en_US
dc.language.isoenen_US
dc.rights© Springer Nature 2001en_US
dc.subjectComputational efficiencyen_US
dc.subjectNumerical analysisen_US
dc.subjectIterative methodsen_US
dc.subjectGeneralized least squares estimatorsen_US
dc.titleComputationally efficient methods for solving SURE modelsen_US
dc.typeConference Papersen_US
dc.collaborationUniversité de Neuchâtelen_US
dc.subject.categoryEconomics and Businessen_US
dc.countrySwitzerlanden_US
dc.subject.fieldSocial Sciencesen_US
dc.publicationPeer Revieweden_US
dc.relation.conferenceLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)en_US
dc.identifier.urlhttps://api.elsevier.com/content/abstract/scopus_id/84944145246-
cut.common.academicyear2000-2001en_US
item.fulltextNo Fulltext-
item.languageiso639-1en-
item.grantfulltextnone-
item.openairecristypehttp://purl.org/coar/resource_type/c_c94f-
item.cerifentitytypePublications-
item.openairetypeconferenceObject-
crisitem.author.deptDepartment of Finance, Accounting and Management Science-
crisitem.author.facultyFaculty of Tourism Management, Hospitality and Entrepreneurship-
crisitem.author.orcid0000-0001-9704-9510-
crisitem.author.parentorgFaculty of Management and Economics-
Appears in Collections:Δημοσιεύσεις σε συνέδρια /Conference papers or poster or presentation
CORE Recommender
Show simple item record

Page view(s) 50

339
Last Week
0
Last month
28
checked on Mar 14, 2025

Google ScholarTM

Check


Items in KTISIS are protected by copyright, with all rights reserved, unless otherwise indicated.