Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/2073
Title: Parallel strategies for solving sure models with variance inequalities and positivity of correlations constraints
Authors: Kontoghiorghes, Erricos John 
metadata.dc.contributor.other: Κοντογιώργης, Έρρικος Γιάννης
Major Field of Science: Social Sciences
Field Category: Economics and Business
Keywords: Kronecker products;Least squares;Parallel algorithms
Issue Date: Apr-2000
Source: Computational Economics, 2000, vol. 15, no. 1-2, pp. 89-106
Volume: 15
Issue: 1-2
Start page: 89
End page: 106
Journal: Computational Economics 
Abstract: The problem of computing estimates of parameters in SURE models with variance inequalities and positivity of correlations constraints is considered. Efficient algorithms that exploit the block bi-diagonal structure of the data matrix are presented. The computational complexity of the main matrix factorizations is analyzed. A compact method to solve the model with proper subset regressors is proposed.
URI: https://hdl.handle.net/20.500.14279/2073
ISSN: 15729974
DOI: 10.1023/A:1008647128446
Rights: © Springer
Type: Article
Affiliation: Université de Neuchâtel, Switzerland 
Affiliation : Université de Neuchâtel 
Publication Type: Peer Reviewed
Appears in Collections:Άρθρα/Articles

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