1. Ktisis Cyprus University of Technology
  2. Cyprus University of Technology (Research Output)
  3. Άρθρα/Articles
Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/2048
DC FieldValueLanguage
dc.contributor.authorFoschi, Paolo-
dc.contributor.authorKontoghiorghes, Erricos John-
dc.contributor.otherΚοντογιώργης, Έρρικος Γιάννης-
dc.date.accessioned2013-02-01T13:25:04Zen
dc.date.accessioned2013-05-16T08:22:25Z-
dc.date.accessioned2015-12-02T09:34:27Z-
dc.date.available2013-02-01T13:25:04Zen
dc.date.available2013-05-16T08:22:25Z-
dc.date.available2015-12-02T09:34:27Z-
dc.date.issued2003-02-
dc.identifier.citationComputational Economics, 2003, vol. 21, no. 1-2, pp. 3-22en_US
dc.identifier.issn15729974-
dc.identifier.urihttps://hdl.handle.net/20.500.14279/2048-
dc.description.abstractThe Vector Autoregressive (VAR) model with zero coefficient restrictions can be formulated as a Seemingly Unrelated Regression Equation (SURE) model. Both the response vectors and the coefficient matrix of the regression equations comprise columns from a Toeplitz matrix. Efficient numerical and computational methods which exploit the Toeplitz and Kronecker product structure of the matrices are proposed. The methods are also adapted to provide numerically stable algorithms for the estimation of VAR(p) models with Granger-caused variables.en_US
dc.formatpdfen_US
dc.language.isoenen_US
dc.relation.ispartofComputational Economicsen_US
dc.rights© Kluweren_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectRegression analysisen_US
dc.subjectColumnsen_US
dc.subjectAlgorithmsen_US
dc.titleEstimation of var models: computational aspectsen_US
dc.typeArticleen_US
dc.collaborationUniversité de Neuchâtelen_US
dc.subject.categoryComputer and Information Sciencesen_US
dc.journalsSubscriptionen_US
dc.countryGreeceen_US
dc.subject.fieldNatural Sciencesen_US
dc.publicationPeer Revieweden_US
dc.identifier.doi10.1023/A:1022281319272en_US
dc.dept.handle123456789/54en
dc.relation.issue1-2en_US
dc.relation.volume21en_US
cut.common.academicyear2020-2021en_US
dc.identifier.spage3en_US
dc.identifier.epage22en_US
item.grantfulltextnone-
item.openairetypearticle-
item.fulltextNo Fulltext-
item.openairecristypehttp://purl.org/coar/resource_type/c_6501-
item.cerifentitytypePublications-
item.languageiso639-1en-
crisitem.journal.journalissn1572-9974-
crisitem.journal.publisherSpringer Nature-
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-
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