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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