Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.14279/2048| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Foschi, Paolo | - |
| dc.contributor.author | Kontoghiorghes, Erricos John | - |
| dc.contributor.other | Κοντογιώργης, Έρρικος Γιάννης | - |
| dc.date.accessioned | 2013-02-01T13:25:04Z | en |
| dc.date.accessioned | 2013-05-16T08:22:25Z | - |
| dc.date.accessioned | 2015-12-02T09:34:27Z | - |
| dc.date.available | 2013-02-01T13:25:04Z | en |
| dc.date.available | 2013-05-16T08:22:25Z | - |
| dc.date.available | 2015-12-02T09:34:27Z | - |
| dc.date.issued | 2003-02 | - |
| dc.identifier.citation | Computational Economics, 2003, vol. 21, no. 1-2, pp. 3-22 | en_US |
| dc.identifier.issn | 15729974 | - |
| dc.identifier.uri | https://hdl.handle.net/20.500.14279/2048 | - |
| dc.description.abstract | The 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.format | en_US | |
| dc.language.iso | en | en_US |
| dc.relation.ispartof | Computational Economics | en_US |
| dc.rights | © Kluwer | en_US |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/us/ | * |
| dc.subject | Regression analysis | en_US |
| dc.subject | Columns | en_US |
| dc.subject | Algorithms | en_US |
| dc.title | Estimation of var models: computational aspects | en_US |
| dc.type | Article | en_US |
| dc.collaboration | Université de Neuchâtel | en_US |
| dc.subject.category | Computer and Information Sciences | en_US |
| dc.journals | Subscription | en_US |
| dc.country | Greece | en_US |
| dc.subject.field | Natural Sciences | en_US |
| dc.publication | Peer Reviewed | en_US |
| dc.identifier.doi | 10.1023/A:1022281319272 | en_US |
| dc.dept.handle | 123456789/54 | en |
| dc.relation.issue | 1-2 | en_US |
| dc.relation.volume | 21 | en_US |
| cut.common.academicyear | 2020-2021 | en_US |
| dc.identifier.spage | 3 | en_US |
| dc.identifier.epage | 22 | en_US |
| item.openairecristype | http://purl.org/coar/resource_type/c_6501 | - |
| item.grantfulltext | none | - |
| item.cerifentitytype | Publications | - |
| item.fulltext | No Fulltext | - |
| item.languageiso639-1 | en | - |
| item.openairetype | article | - |
| crisitem.author.dept | Department of Finance, Accounting and Management Science | - |
| crisitem.author.faculty | Faculty of Tourism Management, Hospitality and Entrepreneurship | - |
| crisitem.author.orcid | 0000-0001-9704-9510 | - |
| crisitem.author.parentorg | Faculty of Management and Economics | - |
| crisitem.journal.journalissn | 1572-9974 | - |
| crisitem.journal.publisher | Springer Nature | - |
| Appears in Collections: | Άρθρα/Articles | |
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