Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14279/2073
DC FieldValueLanguage
dc.contributor.authorKontoghiorghes, Erricos John-
dc.contributor.otherΚοντογιώργης, Έρρικος Γιάννης-
dc.date.accessioned2013-02-01T14:11:35Zen
dc.date.accessioned2013-05-16T08:21:53Z-
dc.date.accessioned2015-12-02T09:27:35Z-
dc.date.available2013-02-01T14:11:35Zen
dc.date.available2013-05-16T08:21:53Z-
dc.date.available2015-12-02T09:27:35Z-
dc.date.issued2000-04-
dc.identifier.citationComputational Economics, 2000, vol. 15, no. 1-2, pp. 89-106en_US
dc.identifier.issn15729974-
dc.identifier.urihttps://hdl.handle.net/20.500.14279/2073-
dc.description.abstractThe 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.en_US
dc.formatpdfen_US
dc.language.isoenen_US
dc.relation.ispartofComputational Economicsen_US
dc.rights© Springeren_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/us/*
dc.subjectKronecker productsen_US
dc.subjectLeast squaresen_US
dc.subjectParallel algorithmsen_US
dc.titleParallel strategies for solving sure models with variance inequalities and positivity of correlations constraintsen_US
dc.typeArticleen_US
dc.affiliationUniversité de Neuchâtel, Switzerlanden
dc.collaborationUniversité de Neuchâtelen_US
dc.subject.categoryEconomics and Businessen_US
dc.journalsHybrid Open Accessen_US
dc.countryCyprusen_US
dc.subject.fieldSocial Sciencesen_US
dc.publicationPeer Revieweden_US
dc.identifier.doi10.1023/A:1008647128446en_US
dc.dept.handle123456789/54en
dc.relation.issue1-2en_US
dc.relation.volume15en_US
cut.common.academicyear2000-2001en_US
dc.identifier.spage89en_US
dc.identifier.epage106en_US
item.cerifentitytypePublications-
item.openairetypearticle-
item.fulltextNo Fulltext-
item.grantfulltextnone-
item.languageiso639-1en-
item.openairecristypehttp://purl.org/coar/resource_type/c_6501-
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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